+218.3%
UL vs ULTA
+1,560.4%
-1,342.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.5% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -0.6% | -1.2% | +0.7% | -0.5% |
| 3M | +9.4% | +13.4% | -3.9% | +7.8% |
| 6M | -4.1% | -15.6% | +11.5% | -2.7% |
| YTD | -2.0% | -10.4% | +8.5% | -1.2% |
| 1Y | -9.0% | +5.5% | -14.4% | -10.1% |
| 3Y | +21.8% | +31.0% | -9.2% | +15.9% |
| 5Y | +20.6% | +41.8% | -21.2% | +12.4% |
| 10Y | +67.7% | +127.0% | -59.3% | +41.1% |
| All | +218.3% | +1,560.4% | -1,342.0% | +78.7% |
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