+702.8%
EBAY vs ULTA
+1,541.3%
-838.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -0.8% | -3.9% | +3.1% | 0.0% |
| 30D | -0.6% | -1.1% | +0.4% | -0.6% |
| 3M | -1.0% | +13.8% | -14.8% | -4.0% |
| 6M | +16.3% | -17.2% | +33.5% | +19.8% |
| YTD | +21.7% | -11.5% | +33.2% | +23.4% |
| 1Y | +16.5% | +3.9% | +12.6% | +13.8% |
| 3Y | +154.2% | +29.5% | +124.7% | +131.3% |
| 5Y | +58.1% | +42.9% | +15.2% | +39.6% |
| 10Y | +273.5% | +124.4% | +149.1% | +175.4% |
| All | +702.8% | +1,541.3% | -838.5% | +167.5% |
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