-63.2%
W vs ULTA
+44.7%
-107.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | -0.5% |
| 7D | -0.9% | -3.1% | +2.2% | +1.6% |
| 30D | -4.2% | +2.8% | -7.0% | -7.1% |
| 3M | +26.9% | +14.8% | +12.1% | +12.3% |
| 6M | +31.2% | -16.2% | +47.5% | +47.0% |
| YTD | -1.8% | -9.6% | +7.8% | +2.3% |
| 1Y | +9.3% | +4.8% | +4.5% | -2.2% |
| 3Y | +33.2% | +30.7% | +2.5% | -10.0% |
| All | -63.2% | +44.7% | -107.9% | -77.5% |
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