+69.4%
USAR vs ULTA
+14.8%
+54.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -10.4% | -1.2% | -9.2% | -10.2% |
| 3M | -18.4% | +13.4% | -31.8% | -21.2% |
| 6M | -8.8% | -15.6% | +6.8% | -5.3% |
| YTD | +43.4% | -10.4% | +53.8% | +47.8% |
| 1Y | +21.0% | +5.5% | +15.5% | +20.9% |
| 3Y | +67.7% | +31.0% | +36.8% | +44.6% |
| All | +69.4% | +14.8% | +54.6% | +46.2% |
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 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