+24.5%
USB vs ULTA
+64.2%
-39.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +6.3% | +12.4% | -6.1% | +3.1% |
| 3M | -6.1% | +22.4% | -28.5% | -11.0% |
| 6M | +13.0% | +28.9% | -15.9% | +5.3% |
| YTD | +16.6% | +7.6% | +9.0% | +13.2% |
| 1Y | +31.1% | +21.6% | +9.5% | +22.9% |
| 3Y | +100.9% | +67.0% | +33.9% | +64.4% |
| 5Y | +24.5% | +64.2% | -39.7% | +0.5% |
| All | +24.5% | +64.2% | -39.7% | +0.5% |
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