+1,812.9%
ULTA vs EXPD
+388.5%
+1,424.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +9.0% | -1.1% | +10.1% | +9.6% |
| 30D | +4.6% | +4.1% | +0.5% | +2.1% |
| 3M | +22.0% | +17.9% | +4.1% | +11.1% |
| 6M | -14.7% | +29.2% | -43.9% | -26.4% |
| YTD | -6.8% | +27.4% | -34.1% | -19.9% |
| 1Y | +6.5% | +56.8% | -50.3% | -19.0% |
| 3Y | +35.6% | +68.0% | -32.4% | -3.5% |
| 5Y | +47.6% | +61.9% | -14.2% | +4.0% |
| 10Y | +128.9% | +316.0% | -187.1% | -8.9% |
| All | +1,812.9% | +388.5% | +1,424.5% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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