-35.7%
U vs ULTA
+131.0%
-166.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.4% |
| 7D | +5.5% | -3.1% | +8.6% | +7.2% |
| 30D | -1.3% | +2.8% | -4.1% | -3.2% |
| 3M | +64.6% | +14.8% | +49.8% | +51.8% |
| 6M | +119.4% | -16.2% | +135.6% | +136.3% |
| YTD | -0.5% | -9.6% | +9.1% | +1.6% |
| 1Y | +1.3% | +4.8% | -3.5% | -6.0% |
| 3Y | +15.6% | +30.7% | -15.1% | -9.6% |
| 5Y | -67.5% | +45.9% | -113.3% | -75.1% |
| All | -35.7% | +131.0% | -166.6% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling