+1,812.9%
ULTA vs CAPR
-99.6%
+1,912.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +9.0% | -2.0% | +11.0% | +9.0% |
| 30D | +4.6% | +139.2% | -134.6% | +3.2% |
| 3M | +22.0% | -66.4% | +88.3% | +22.6% |
| 6M | -14.7% | -63.1% | +48.4% | -14.4% |
| YTD | -6.8% | -67.4% | +60.7% | -6.4% |
| 1Y | +6.5% | +58.2% | -51.7% | +1.7% |
| 3Y | +35.6% | +42.2% | -6.6% | +26.8% |
| 5Y | +47.6% | +87.3% | -39.6% | +36.3% |
| 10Y | +128.9% | -75.3% | +204.2% | +101.5% |
| All | +1,812.9% | -99.6% | +1,912.5% | +1,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling