+432.5%
EOG vs ULTA
+1,560.4%
-1,127.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +3.4% | -1.2% | +4.6% | +3.5% |
| 3M | +7.8% | +13.4% | -5.5% | +4.5% |
| 6M | +13.4% | -15.6% | +29.0% | +16.2% |
| YTD | +43.5% | -10.4% | +53.9% | +44.9% |
| 1Y | +29.7% | +5.5% | +24.2% | +25.8% |
| 3Y | +23.2% | +31.0% | -7.8% | +10.6% |
| 5Y | +176.4% | +41.8% | +134.6% | +138.2% |
| 10Y | +119.1% | +127.0% | -7.8% | +61.6% |
| All | +432.5% | +1,560.4% | -1,127.9% | +123.2% |
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