+169.2%
GE vs ULTA
+1,583.0%
-1,413.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | 0.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | -9.5% | -2.8% | -6.7% | -9.0% |
| 3M | +4.1% | +18.7% | -14.5% | -1.1% |
| 6M | +3.9% | -15.0% | +19.0% | +7.6% |
| YTD | +9.0% | -9.2% | +18.2% | +10.8% |
| 1Y | +21.9% | +5.7% | +16.3% | +18.2% |
| 3Y | +281.8% | +32.8% | +249.0% | +235.9% |
| 5Y | +436.7% | +46.0% | +390.8% | +351.3% |
| 10Y | +151.5% | +125.5% | +26.0% | +76.3% |
| All | +169.2% | +1,583.0% | -1,413.8% | -28.6% |
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