+1,186.3%
URI vs ULTA
+132.3%
+1,054.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.9% |
| 7D | -2.1% | -3.1% | +1.0% | -0.7% |
| 30D | -12.4% | +2.8% | -15.2% | -13.9% |
| 3M | -7.3% | +14.8% | -22.0% | -13.6% |
| 6M | +27.2% | -16.2% | +43.4% | +34.9% |
| YTD | +23.0% | -9.6% | +32.6% | +25.8% |
| 1Y | +3.9% | +4.8% | -0.9% | -1.6% |
| 3Y | +121.6% | +30.7% | +90.9% | +79.8% |
| 5Y | +201.1% | +45.9% | +155.2% | +125.7% |
| All | +1,186.3% | +132.3% | +1,054.0% | +598.1% |
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