+91.4%
USO vs ULTA
+6.6%
+84.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | +0.2% |
| 7D | +9.5% | +9.0% | +0.4% | +11.6% |
| 30D | +23.6% | +4.6% | +19.0% | +24.9% |
| 3M | +3.8% | +22.0% | -18.1% | +8.8% |
| 6M | +55.0% | -14.7% | +69.7% | +56.1% |
| YTD | +105.3% | -6.8% | +112.0% | +104.4% |
| 1Y | +91.4% | +6.5% | +84.8% | +89.4% |
| All | +91.4% | +6.6% | +84.7% | +89.4% |
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