+29.5%
ULTA vs Z
-37.2%
+66.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -1.8% | -7.1% | +5.3% | -0.5% |
| 30D | -1.2% | -4.8% | +3.5% | -0.6% |
| 3M | +13.4% | -9.3% | +22.7% | +14.8% |
| 6M | -15.6% | -29.0% | +13.3% | -11.0% |
| YTD | -10.4% | -52.9% | +42.4% | +1.6% |
| 1Y | +5.5% | -63.1% | +68.6% | +25.7% |
| All | +29.5% | -37.2% | +66.7% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling