+210.4%
URI vs ULTA
+44.9%
+165.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.5% |
| 7D | +2.5% | +0.7% | +1.9% | +2.3% |
| 30D | -12.5% | -2.8% | -9.7% | -11.9% |
| 3M | -6.2% | +18.7% | -24.9% | -12.7% |
| 6M | +25.9% | -15.0% | +40.9% | +32.2% |
| YTD | +26.2% | -9.2% | +35.4% | +28.9% |
| 1Y | +5.5% | +5.7% | -0.2% | +0.4% |
| 3Y | +125.0% | +32.8% | +92.2% | +82.3% |
| 5Y | +210.4% | +46.0% | +164.5% | +124.8% |
| All | +210.4% | +44.9% | +165.5% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling