+24.8%
USFD vs ULTA
+5.2%
+19.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -5.5% |
| 7D | -7.0% | -1.8% | -5.2% | -7.0% |
| 30D | -10.3% | -1.2% | -9.1% | -10.2% |
| 3M | +9.2% | +13.4% | -4.2% | +9.3% |
| 6M | +7.4% | -15.6% | +23.0% | +6.0% |
| YTD | +29.4% | -10.4% | +39.8% | +26.7% |
| 1Y | +24.8% | +5.5% | +19.4% | +20.4% |
| All | +24.8% | +5.2% | +19.6% | +20.4% |
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