+1,666.0%
ULTA vs URA
-31.1%
+1,697.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +9.0% | +1.1% | +7.9% | +8.7% |
| 30D | +4.6% | +7.4% | -2.8% | +2.6% |
| 3M | +22.0% | -8.4% | +30.4% | +23.6% |
| 6M | -14.7% | -12.7% | -2.0% | -13.1% |
| YTD | -6.8% | +7.8% | -14.6% | -10.9% |
| 1Y | +6.5% | +19.5% | -12.9% | -2.7% |
| 3Y | +35.6% | +116.4% | -80.8% | -0.1% |
| 5Y | +47.6% | +134.3% | -86.7% | +0.8% |
| 10Y | +128.9% | +359.3% | -230.4% | +16.1% |
| All | +1,666.0% | -31.1% | +1,697.1% | +1,159.8% |
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