+165.0%
W vs ULTA
+373.5%
-208.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +2.1% |
| 7D | +6.5% | +0.7% | +5.8% | +6.1% |
| 30D | -6.2% | -2.8% | -3.4% | -5.1% |
| 3M | +48.9% | +18.7% | +30.2% | +34.0% |
| 6M | +31.2% | -15.0% | +46.2% | +41.5% |
| YTD | -0.4% | -9.2% | +8.8% | +2.9% |
| 1Y | +14.8% | +5.7% | +9.2% | +7.1% |
| 3Y | +40.5% | +32.8% | +7.7% | +13.1% |
| 5Y | -62.1% | +46.0% | -108.1% | -69.8% |
| 10Y | +141.5% | +125.5% | +16.0% | +30.7% |
| All | +165.0% | +373.5% | -208.4% | -8.6% |
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