+246.6%
USB vs ULTA
+1,894.7%
-1,648.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +6.3% | +12.4% | -6.1% | +2.6% |
| 3M | -6.1% | +22.4% | -28.5% | -11.8% |
| 6M | +13.0% | +28.9% | -15.9% | +4.1% |
| YTD | +16.6% | +7.6% | +9.0% | +12.5% |
| 1Y | +31.1% | +21.6% | +9.5% | +21.7% |
| 3Y | +100.9% | +67.0% | +33.9% | +64.2% |
| 5Y | +24.5% | +64.2% | -39.7% | +0.3% |
| 10Y | +82.9% | +172.5% | -89.6% | +16.5% |
| All | +246.6% | +1,894.7% | -1,648.1% | -29.8% |
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