+1,812.9%
ULTA vs ES
+378.4%
+1,434.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | +9.0% | +0.3% | +8.7% | +8.9% |
| 30D | +4.6% | -2.0% | +6.5% | +5.4% |
| 3M | +22.0% | +1.7% | +20.3% | +21.1% |
| 6M | -14.7% | -3.5% | -11.2% | -13.9% |
| YTD | -6.8% | +7.9% | -14.7% | -10.1% |
| 1Y | +6.5% | +17.2% | -10.6% | -1.4% |
| 3Y | +35.6% | +29.3% | +6.3% | +17.2% |
| 5Y | +47.6% | -5.7% | +53.4% | +44.0% |
| 10Y | +128.9% | +85.2% | +43.7% | +54.5% |
| All | +1,812.9% | +378.4% | +1,434.5% | +663.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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