+1,842.6%
UMC vs ULTA
+132.3%
+1,710.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.9% |
| 7D | +9.0% | -3.1% | +12.1% | +9.7% |
| 30D | +17.2% | +2.8% | +14.4% | +16.3% |
| 3M | +11.4% | +14.8% | -3.4% | +7.5% |
| 6M | +137.5% | -16.2% | +153.7% | +144.6% |
| YTD | +193.1% | -9.6% | +202.7% | +196.7% |
| 1Y | +240.3% | +4.8% | +235.5% | +233.1% |
| 3Y | +262.2% | +30.7% | +231.5% | +230.1% |
| 5Y | +143.1% | +45.9% | +97.2% | +114.5% |
| All | +1,842.6% | +132.3% | +1,710.3% | +1,428.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling