+1,928.3%
COST vs ULTA
+1,575.4%
+352.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | -4.7% | +2.8% | -7.5% | -5.2% |
| 3M | -7.1% | +14.8% | -21.9% | -9.3% |
| 6M | -8.5% | -16.2% | +7.7% | -6.6% |
| YTD | +5.4% | -9.6% | +15.0% | +6.3% |
| 1Y | -5.6% | +4.8% | -10.4% | -7.2% |
| 3Y | +68.5% | +30.7% | +37.8% | +57.1% |
| 5Y | +105.2% | +45.9% | +59.4% | +86.6% |
| 10Y | +610.7% | +129.0% | +481.7% | +470.8% |
| All | +1,928.3% | +1,575.4% | +352.9% | +850.7% |
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