+140.5%
UAL vs ULTA
+1,924.4%
-1,783.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | -3.0% | +2.5% | -5.5% | -4.1% |
| 30D | +10.5% | +11.5% | -1.1% | +5.2% |
| 3M | -13.5% | +28.1% | -41.6% | -23.1% |
| 6M | +14.2% | +34.2% | -20.0% | -0.8% |
| YTD | -2.2% | +9.2% | -11.4% | -7.3% |
| 1Y | +12.5% | +23.7% | -11.3% | +0.2% |
| 3Y | +186.8% | +69.2% | +117.6% | +114.7% |
| 5Y | +119.4% | +66.6% | +52.7% | +63.8% |
| 10Y | +81.4% | +176.6% | -95.1% | +3.7% |
| All | +140.5% | +1,924.4% | -1,783.9% | -67.0% |
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 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