+2,926.4%
V vs ULTA
+4,653.6%
-1,727.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -1.7% | +9.0% | -10.7% | -3.8% |
| 30D | +2.0% | +4.6% | -2.6% | +0.6% |
| 3M | +17.4% | +22.0% | -4.6% | +11.3% |
| 6M | +17.5% | -14.7% | +32.2% | +20.9% |
| YTD | +7.6% | -6.8% | +14.3% | +8.1% |
| 1Y | +7.7% | +6.5% | +1.2% | +4.2% |
| 3Y | +54.7% | +35.6% | +19.1% | +36.5% |
| 5Y | +73.0% | +47.6% | +25.4% | +46.6% |
| 10Y | +390.9% | +128.9% | +262.0% | +243.0% |
| All | +2,926.4% | +4,653.6% | -1,727.2% | +651.6% |
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