+16.1%
UAL vs ULTA
+27.9%
-11.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +7.8% | +12.4% | -4.7% | +2.2% |
| 3M | -11.1% | +22.4% | -33.5% | -18.7% |
| 6M | +16.1% | +28.9% | -12.8% | +4.0% |
| All | +16.1% | +27.9% | -11.8% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling