+248.0%
USB vs ULTA
+1,919.6%
-1,671.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +5.7% | +16.1% | -10.4% | +1.1% |
| 3M | -4.7% | +21.7% | -26.4% | -10.3% |
| 6M | +13.4% | +28.7% | -15.3% | +4.5% |
| YTD | +17.0% | +8.9% | +8.1% | +12.6% |
| 1Y | +32.4% | +26.1% | +6.3% | +21.5% |
| 3Y | +101.7% | +69.1% | +32.5% | +64.2% |
| 5Y | +24.4% | +66.6% | -42.2% | -0.2% |
| 10Y | +83.6% | +175.9% | -92.3% | +16.5% |
| All | +248.0% | +1,919.6% | -1,671.6% | -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