+89.2%
USB vs ULTA
+193.5%
-104.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.6% | +1.6% |
| 7D | +0.8% | +4.3% | -3.6% | -0.5% |
| 30D | +6.8% | +16.6% | -9.8% | +1.8% |
| 3M | -3.8% | +17.7% | -21.5% | -8.7% |
| 6M | +11.7% | +27.5% | -15.8% | +3.0% |
| YTD | +17.5% | +9.9% | +7.5% | +12.6% |
| 1Y | +33.8% | +28.5% | +5.3% | +21.5% |
| 3Y | +104.2% | +71.1% | +33.2% | +63.0% |
| 5Y | +26.4% | +68.3% | -41.9% | -0.9% |
| 10Y | +89.2% | +181.4% | -92.2% | +18.0% |
| All | +89.2% | +193.5% | -104.3% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling