+3,393.6%
URI vs ULTA
+1,894.7%
+1,498.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +9.3% | +0.2% | +9.1% | +9.3% |
| 30D | +7.6% | +12.4% | -4.8% | +2.7% |
| 3M | +1.0% | +22.4% | -21.3% | -7.2% |
| 6M | +19.8% | +28.9% | -9.0% | +7.1% |
| YTD | +41.9% | +7.6% | +34.3% | +34.9% |
| 1Y | +33.4% | +21.6% | +11.8% | +20.2% |
| 3Y | +156.0% | +67.0% | +89.0% | +94.9% |
| 5Y | +209.5% | +64.2% | +145.4% | +134.8% |
| 10Y | +1,199.8% | +172.5% | +1,027.2% | +644.1% |
| All | +3,393.6% | +1,894.7% | +1,498.9% | +451.1% |
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 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