+6.5%
ULTA vs Z
-58.8%
+65.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | +9.0% | -3.0% | +12.0% | +9.2% |
| 30D | +4.6% | -4.2% | +8.8% | +4.8% |
| 3M | +22.0% | -3.7% | +25.7% | +22.1% |
| 6M | -14.7% | -24.5% | +9.8% | -13.4% |
| YTD | -6.8% | -49.3% | +42.5% | -4.3% |
| 1Y | +6.5% | -58.7% | +65.2% | +10.5% |
| All | +6.5% | -58.8% | +65.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling