+97.7%
USO vs ULTA
+31.2%
+66.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.1% |
| 7D | +9.1% | -3.1% | +12.2% | +9.0% |
| 30D | +21.7% | +2.8% | +18.9% | +21.9% |
| 3M | +20.2% | +14.8% | +5.5% | +21.1% |
| 6M | +43.4% | -16.2% | +59.6% | +44.3% |
| YTD | +124.0% | -9.6% | +133.6% | +124.5% |
| 1Y | +112.2% | +4.8% | +107.4% | +111.4% |
| 3Y | +97.7% | +30.7% | +67.0% | +100.9% |
| All | +97.7% | +31.2% | +66.4% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling