+106.2%
UAL vs ULTA
+132.3%
-26.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +1.9% |
| 7D | -1.4% | -3.1% | +1.7% | +0.4% |
| 30D | -12.2% | +2.8% | -15.0% | -14.0% |
| 3M | -2.5% | +14.8% | -17.2% | -10.7% |
| 6M | +21.1% | -16.2% | +37.3% | +31.8% |
| YTD | -1.8% | -9.6% | +7.8% | +2.3% |
| 1Y | +0.4% | +4.8% | -4.3% | -5.2% |
| 3Y | +130.3% | +30.7% | +99.6% | +81.9% |
| 5Y | +147.7% | +45.9% | +101.8% | +76.5% |
| All | +106.2% | +132.3% | -26.1% | +7.6% |
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