+33.9%
USB vs ULTA
+23.0%
+10.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +2.6% | +2.5% | +0.1% | +2.2% |
| 30D | +8.4% | +11.5% | -3.1% | +6.5% |
| 3M | -5.5% | +28.1% | -33.7% | -9.1% |
| 6M | +17.7% | +34.2% | -16.5% | +12.2% |
| YTD | +17.6% | +9.2% | +8.4% | +16.3% |
| 1Y | +33.9% | +23.7% | +10.1% | +31.7% |
| All | +33.9% | +23.0% | +10.9% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling