+120.8%
EXPE vs ULTA
+69.8%
+51.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -0.5% | +2.5% | -3.0% | -1.3% |
| 30D | -6.1% | +11.5% | -17.6% | -8.8% |
| 3M | -21.3% | +28.1% | -49.5% | -26.5% |
| 6M | +19.0% | +34.2% | -15.2% | +9.4% |
| YTD | -8.4% | +9.2% | -17.6% | -12.2% |
| 1Y | -2.8% | +23.7% | -26.5% | -10.4% |
| 3Y | +120.8% | +69.2% | +51.6% | +74.1% |
| All | +120.8% | +69.8% | +51.0% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling