-71.8%
USO vs ULTA
+1,541.3%
-1,613.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.8% | +5.7% |
| 7D | +11.5% | -3.9% | +15.3% | +11.9% |
| 30D | +24.1% | -1.1% | +25.2% | +24.2% |
| 3M | +17.9% | +13.8% | +4.1% | +15.8% |
| 6M | +49.6% | -17.2% | +66.9% | +51.9% |
| YTD | +129.0% | -11.5% | +140.5% | +130.2% |
| 1Y | +112.0% | +3.9% | +108.1% | +108.4% |
| 3Y | +102.3% | +29.5% | +72.8% | +90.1% |
| 5Y | +224.5% | +42.9% | +181.6% | +196.5% |
| 10Y | +86.9% | +124.4% | -37.4% | +54.5% |
| All | -71.8% | +1,541.3% | -1,613.0% | -83.9% |
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 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