+5.5%
URI vs ULTA
+5.1%
+0.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.7% | -3.7% |
| 7D | -0.5% | -3.9% | +3.4% | 0.0% |
| 30D | -13.4% | -1.1% | -12.3% | -13.1% |
| 3M | -6.2% | +13.8% | -20.0% | -7.9% |
| 6M | +28.0% | -17.2% | +45.2% | +32.6% |
| YTD | +23.0% | -11.5% | +34.4% | +26.0% |
| 1Y | +5.5% | +3.9% | +1.6% | +5.7% |
| All | +5.5% | +5.1% | +0.4% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling