+1,968.3%
ULTA vs URA
-52.4%
+2,020.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +2.5% | -1.5% | +4.0% | +2.8% |
| 30D | +11.5% | -10.4% | +21.9% | +14.2% |
| 3M | +28.1% | -29.6% | +57.8% | +38.6% |
| 6M | +34.2% | -40.3% | +74.5% | +50.2% |
| YTD | +9.2% | -25.5% | +34.7% | +13.5% |
| 1Y | +23.7% | -26.4% | +50.2% | +28.4% |
| 3Y | +69.2% | +31.4% | +37.7% | +41.6% |
| 5Y | +66.6% | +28.6% | +38.0% | +35.0% |
| 10Y | +176.6% | +260.9% | -84.3% | +47.8% |
| All | +1,968.3% | -52.4% | +2,020.6% | +1,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling