+121.0%
ULTA vs CAPR
-78.6%
+199.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.1% |
| 7D | -3.9% | -10.6% | +6.7% | -3.7% |
| 30D | -1.1% | +111.2% | -112.3% | -2.7% |
| 3M | +13.8% | -67.2% | +81.0% | +14.7% |
| 6M | -17.2% | -75.1% | +57.9% | -16.2% |
| YTD | -11.5% | -71.2% | +59.8% | -10.7% |
| 1Y | +3.9% | +31.1% | -27.2% | -2.6% |
| 3Y | +29.5% | +31.3% | -1.9% | +16.1% |
| 5Y | +42.9% | +69.4% | -26.5% | +25.0% |
| All | +121.0% | -78.6% | +199.6% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling