+36.4%
UPS vs ULTA
+132.3%
-95.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -2.0% | -3.1% | +1.1% | -1.4% |
| 30D | -2.0% | +2.8% | -4.8% | -2.6% |
| 3M | -6.2% | +14.8% | -21.0% | -9.0% |
| 6M | +2.8% | -16.2% | +19.0% | +5.7% |
| YTD | +5.9% | -9.6% | +15.5% | +7.3% |
| 1Y | +26.2% | +4.8% | +21.5% | +23.9% |
| 3Y | -26.0% | +30.7% | -56.7% | -32.2% |
| 5Y | -34.3% | +45.9% | -80.1% | -41.7% |
| All | +36.4% | +132.3% | -95.9% | +7.9% |
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