+2,991.7%
URI vs ULTA
+1,628.6%
+1,363.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.1% |
| 7D | -2.0% | +9.0% | -11.0% | -5.3% |
| 30D | -12.9% | +4.6% | -17.5% | -14.8% |
| 3M | -6.7% | +22.0% | -28.7% | -14.4% |
| 6M | +19.0% | -14.7% | +33.7% | +24.4% |
| YTD | +25.5% | -6.8% | +32.3% | +26.6% |
| 1Y | +5.5% | +6.5% | -1.0% | +0.1% |
| 3Y | +111.3% | +35.6% | +75.7% | +75.0% |
| 5Y | +198.6% | +47.6% | +150.9% | +135.5% |
| 10Y | +1,179.9% | +128.9% | +1,051.0% | +682.4% |
| All | +2,991.7% | +1,628.6% | +1,363.1% | +416.9% |
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