+3,348.9%
URI vs ULTA
+1,924.4%
+1,424.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | +6.7% | +2.5% | +4.3% | +5.7% |
| 30D | +8.9% | +11.5% | -2.7% | +4.3% |
| 3M | +0.5% | +28.1% | -27.6% | -9.3% |
| 6M | +20.7% | +34.2% | -13.6% | +6.1% |
| YTD | +40.0% | +9.2% | +30.8% | +32.4% |
| 1Y | +34.4% | +23.7% | +10.7% | +20.2% |
| 3Y | +149.5% | +69.2% | +80.3% | +88.9% |
| 5Y | +205.6% | +66.6% | +138.9% | +130.4% |
| 10Y | +1,183.1% | +176.6% | +1,006.5% | +630.2% |
| All | +3,348.9% | +1,924.4% | +1,424.5% | +440.8% |
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 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