+213.1%
USO vs ULTA
+44.7%
+168.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | +9.1% | -3.1% | +12.2% | +9.1% |
| 30D | +21.7% | +2.8% | +18.9% | +21.7% |
| 3M | +20.2% | +14.8% | +5.5% | +20.0% |
| 6M | +43.4% | -16.2% | +59.6% | +44.6% |
| YTD | +124.0% | -9.6% | +133.6% | +124.6% |
| 1Y | +112.2% | +4.8% | +107.4% | +110.6% |
| 3Y | +97.7% | +30.7% | +67.0% | +91.3% |
| All | +213.1% | +44.7% | +168.4% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling