+422.2%
TECH vs ULTA
+1,628.6%
-1,206.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +0.1% | +9.0% | -8.9% | -1.3% |
| 30D | +0.7% | +4.6% | -3.9% | -0.2% |
| 3M | +36.3% | +22.0% | +14.4% | +31.7% |
| 6M | +25.6% | -14.7% | +40.3% | +28.3% |
| YTD | +23.7% | -6.8% | +30.4% | +24.6% |
| 1Y | +37.6% | +6.5% | +31.1% | +35.4% |
| 3Y | -6.6% | +35.6% | -42.2% | -12.6% |
| 5Y | -42.2% | +47.6% | -89.9% | -46.9% |
| 10Y | +187.6% | +128.9% | +58.7% | +138.3% |
| All | +422.2% | +1,628.6% | -1,206.4% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling