+403.3%
ZS vs ULTA
+157.6%
+245.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | -3.8% | -1.8% | -2.0% | -3.4% |
| 30D | -6.0% | -1.2% | -4.7% | -5.9% |
| 3M | +32.0% | +13.4% | +18.6% | +26.8% |
| 6M | +2.1% | -15.6% | +17.8% | +6.0% |
| YTD | -26.2% | -10.4% | -15.7% | -24.8% |
| 1Y | -41.2% | +5.5% | -46.6% | -43.2% |
| 3Y | +3.3% | +31.0% | -27.7% | -8.5% |
| 5Y | -40.7% | +41.8% | -82.5% | -48.2% |
| All | +403.3% | +157.6% | +245.7% | +248.5% |
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 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