+59.3%
USAR vs ULTA
+13.5%
+45.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.8% | -5.7% |
| 7D | -9.3% | -3.9% | -5.5% | -8.4% |
| 30D | -15.2% | -1.1% | -14.1% | -15.0% |
| 3M | -21.1% | +13.8% | -34.9% | -23.9% |
| 6M | -21.6% | -17.2% | -4.3% | -18.2% |
| YTD | +34.8% | -11.5% | +46.3% | +39.5% |
| 1Y | +15.6% | +3.9% | +11.7% | +16.0% |
| 3Y | +57.7% | +29.5% | +28.2% | +36.4% |
| All | +59.3% | +13.5% | +45.8% | +37.9% |
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 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