+41.2%
USB vs ULTA
+47.1%
-5.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +1.4% | +9.0% | -7.6% | -0.7% |
| 30D | -1.3% | +4.6% | -5.9% | -2.6% |
| 3M | +15.2% | +22.0% | -6.7% | +9.2% |
| 6M | +18.8% | -14.7% | +33.5% | +22.7% |
| YTD | +21.0% | -6.8% | +27.8% | +22.0% |
| 1Y | +34.0% | +6.5% | +27.5% | +29.9% |
| 3Y | +95.3% | +35.6% | +59.7% | +70.7% |
| All | +41.2% | +47.1% | -5.9% | +17.3% |
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