+145.0%
UAL vs ULTA
+1,628.6%
-1,483.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.9% |
| 7D | +0.7% | +9.0% | -8.3% | -3.3% |
| 30D | -16.1% | +4.6% | -20.7% | -18.2% |
| 3M | +6.1% | +22.0% | -15.8% | -3.6% |
| 6M | +10.8% | -14.7% | +25.5% | +17.7% |
| YTD | -0.4% | -6.8% | +6.4% | +1.6% |
| 1Y | +5.0% | +6.5% | -1.5% | 0.0% |
| 3Y | +124.0% | +35.6% | +88.4% | +85.8% |
| 5Y | +141.0% | +47.6% | +93.3% | +89.5% |
| 10Y | +118.0% | +128.9% | -10.9% | +35.0% |
| All | +145.0% | +1,628.6% | -1,483.6% | -63.9% |
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