+115.0%
UMC vs ULTA
+27.7%
+87.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.1% | -2.4% |
| 7D | -14.7% | +6.7% | -21.4% | -15.2% |
| 30D | -32.9% | +21.7% | -54.6% | -34.5% |
| 3M | -22.2% | +21.5% | -43.6% | -24.0% |
| 6M | +25.9% | +27.5% | -1.6% | +21.8% |
| YTD | +107.9% | +9.2% | +98.7% | +106.2% |
| 1Y | +115.0% | +27.9% | +87.2% | +105.5% |
| All | +115.0% | +27.7% | +87.3% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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