+154.6%
UPS vs ULTA
+1,560.4%
-1,405.8%
-57.9%
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 | -3.7% | -1.8% | -1.9% | -3.4% |
| 30D | -3.7% | -1.2% | -2.5% | -3.6% |
| 3M | -6.6% | +13.4% | -19.9% | -8.8% |
| 6M | +2.6% | -15.6% | +18.2% | +5.1% |
| YTD | +4.8% | -10.4% | +15.2% | +6.2% |
| 1Y | +25.3% | +5.5% | +19.8% | +23.1% |
| 3Y | -26.9% | +31.0% | -57.8% | -32.2% |
| 5Y | -33.5% | +41.8% | -75.3% | -39.8% |
| 10Y | +36.1% | +127.0% | -90.9% | +7.2% |
| All | +154.6% | +1,560.4% | -1,405.8% | +6.9% |
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 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