+57.7%
USAR vs ULTA
+28.6%
+29.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.8% | -5.7% |
| 7D | -9.3% | -3.9% | -5.5% | -8.3% |
| 30D | -15.2% | -1.1% | -14.1% | -15.0% |
| 3M | -21.1% | +13.8% | -34.9% | -24.0% |
| 6M | -21.6% | -17.2% | -4.3% | -18.1% |
| YTD | +34.8% | -11.5% | +46.3% | +39.6% |
| 1Y | +15.6% | +3.9% | +11.7% | +16.0% |
| All | +57.7% | +28.6% | +29.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling