+118.9%
EOG vs ULTA
+132.3%
-13.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | -0.6% |
| 7D | +1.5% | -3.1% | +4.6% | +2.3% |
| 30D | +2.9% | +2.8% | +0.1% | +2.0% |
| 3M | +8.7% | +14.8% | -6.0% | +4.3% |
| 6M | +12.9% | -16.2% | +29.1% | +16.8% |
| YTD | +43.8% | -9.6% | +53.5% | +45.2% |
| 1Y | +27.1% | +4.8% | +22.3% | +22.4% |
| 3Y | +25.9% | +30.7% | -4.8% | +9.1% |
| 5Y | +177.9% | +45.9% | +132.1% | +122.9% |
| All | +118.9% | +132.3% | -13.4% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling