+1,525.1%
JBL vs ULTA
+132.3%
+1,392.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +3.0% | +4.3% |
| 7D | +2.4% | -3.1% | +5.5% | +3.6% |
| 30D | -13.1% | +2.8% | -15.9% | -14.3% |
| 3M | -15.6% | +14.8% | -30.4% | -20.6% |
| 6M | +24.6% | -16.2% | +40.8% | +30.7% |
| YTD | +39.6% | -9.6% | +49.2% | +42.1% |
| 1Y | +48.6% | +4.8% | +43.8% | +42.0% |
| 3Y | +197.3% | +30.7% | +166.6% | +150.3% |
| 5Y | +413.0% | +45.9% | +367.1% | +302.7% |
| All | +1,525.1% | +132.3% | +1,392.8% | +869.1% |
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