+130.0%
UAL vs ULTA
+44.0%
+85.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -1.1% | -1.8% | +0.7% | -0.2% |
| 30D | -13.4% | -1.2% | -12.2% | -13.2% |
| 3M | -2.3% | +13.4% | -15.7% | -9.2% |
| 6M | +13.3% | -15.6% | +29.0% | +22.1% |
| YTD | -4.2% | -10.4% | +6.2% | 0.0% |
| 1Y | +1.4% | +5.5% | -4.1% | -4.2% |
| 3Y | +125.8% | +31.0% | +94.8% | +77.5% |
| 5Y | +130.0% | +41.8% | +88.2% | +56.6% |
| All | +130.0% | +44.0% | +85.9% | +56.6% |
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 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