+29.5%
ULTA vs URA
+116.4%
-86.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -1.8% | +5.7% | -7.5% | -2.3% |
| 30D | -1.2% | +5.6% | -6.8% | -1.8% |
| 3M | +13.4% | +6.2% | +7.2% | +12.5% |
| 6M | -15.6% | -8.2% | -7.4% | -15.3% |
| YTD | -10.4% | +9.7% | -20.1% | -11.8% |
| 1Y | +5.5% | +17.0% | -11.5% | +2.0% |
| All | +29.5% | +116.4% | -86.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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