-40.6%
TECH vs ULTA
+65.2%
-105.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | +0.1% | +2.5% | -2.3% | -0.8% |
| 30D | +0.5% | +11.5% | -11.0% | -3.6% |
| 3M | +1.1% | +28.1% | -27.0% | -8.2% |
| 6M | +62.8% | +34.2% | +28.6% | +44.7% |
| YTD | +24.5% | +9.2% | +15.3% | +18.8% |
| 1Y | +20.6% | +23.7% | -3.1% | +9.1% |
| 3Y | +29.5% | +69.2% | -39.7% | -2.5% |
| All | -40.6% | +65.2% | -105.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling