+30.7%
ULTA vs INDA
+7.9%
+22.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | -3.1% | -2.7% | -0.4% | -1.6% |
| 30D | +2.8% | -2.8% | +5.6% | +4.3% |
| 3M | +14.8% | +1.6% | +13.1% | +13.9% |
| 6M | -16.2% | -1.4% | -14.8% | -15.6% |
| YTD | -9.6% | -10.1% | +0.5% | -4.8% |
| 1Y | +4.8% | -8.8% | +13.5% | +9.3% |
| 3Y | +30.7% | +7.6% | +23.1% | +19.6% |
| All | +30.7% | +7.9% | +22.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling