+29.5%
TECH vs ULTA
+69.8%
-40.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +0.1% | +2.5% | -2.3% | -0.6% |
| 30D | +0.5% | +11.5% | -11.0% | -2.9% |
| 3M | +1.1% | +28.1% | -27.0% | -6.7% |
| 6M | +62.8% | +34.2% | +28.6% | +47.4% |
| YTD | +24.5% | +9.2% | +15.3% | +19.8% |
| 1Y | +20.6% | +23.7% | -3.1% | +11.1% |
| 3Y | +29.5% | +69.2% | -39.7% | +0.8% |
| All | +29.5% | +69.8% | -40.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling