+29.5%
ULTA vs REPL
-27.0%
+56.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.3% |
| 7D | -1.8% | -9.6% | +7.8% | -1.8% |
| 30D | -1.2% | +5.7% | -6.9% | -1.2% |
| 3M | +13.4% | +56.4% | -43.0% | +13.8% |
| 6M | -15.6% | +67.4% | -83.1% | -15.3% |
| YTD | -10.4% | +48.7% | -59.1% | -10.0% |
| 1Y | +5.5% | +148.3% | -142.8% | +5.1% |
| All | +29.5% | -27.0% | +56.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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