+1,233.8%
UNP vs ULTA
+1,560.4%
-326.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | -2.1% | -1.2% | -0.9% | -2.0% |
| 3M | +5.4% | +13.4% | -7.9% | +2.1% |
| 6M | +13.4% | -15.6% | +29.0% | +16.6% |
| YTD | +25.0% | -10.4% | +35.4% | +26.6% |
| 1Y | +34.6% | +5.5% | +29.1% | +30.9% |
| 3Y | +43.6% | +31.0% | +12.6% | +29.7% |
| 5Y | +51.7% | +41.8% | +9.9% | +31.9% |
| 10Y | +282.5% | +127.0% | +155.5% | +178.9% |
| All | +1,233.8% | +1,560.4% | -326.6% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling