-37.5%
U vs ULTA
+132.0%
-169.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +4.0% |
| 7D | +4.5% | +0.7% | +3.8% | +4.0% |
| 30D | -0.6% | -2.8% | +2.2% | +0.4% |
| 3M | +48.4% | +18.7% | +29.8% | +34.5% |
| 6M | +115.4% | -15.0% | +130.4% | +130.0% |
| YTD | -3.2% | -9.2% | +6.0% | -1.4% |
| 1Y | -6.0% | +5.7% | -11.7% | -13.3% |
| 3Y | +13.5% | +32.8% | -19.3% | -12.1% |
| 5Y | -68.0% | +46.0% | -114.0% | -75.6% |
| All | -37.5% | +132.0% | -169.5% | -41.1% |
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 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