+303.6%
COP vs ULTA
+1,628.6%
-1,325.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | +3.0% | +9.0% | -6.0% | +1.1% |
| 30D | +17.5% | +4.6% | +12.9% | +16.1% |
| 3M | +13.4% | +22.0% | -8.6% | +8.0% |
| 6M | +17.7% | -14.7% | +32.4% | +20.5% |
| YTD | +46.6% | -6.8% | +53.3% | +46.8% |
| 1Y | +44.6% | +6.5% | +38.1% | +40.1% |
| 3Y | +20.7% | +35.6% | -14.9% | +7.6% |
| 5Y | +185.0% | +47.6% | +137.4% | +143.4% |
| 10Y | +347.0% | +128.9% | +218.1% | +230.0% |
| All | +303.6% | +1,628.6% | -1,325.0% | +73.9% |
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