+197.3%
JBL vs ULTA
+31.2%
+166.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +3.0% | +4.6% |
| 7D | +2.4% | -3.1% | +5.5% | +3.1% |
| 30D | -13.1% | +2.8% | -15.9% | -13.8% |
| 3M | -15.6% | +14.8% | -30.4% | -18.9% |
| 6M | +24.6% | -16.2% | +40.8% | +29.9% |
| YTD | +39.6% | -9.6% | +49.2% | +42.4% |
| 1Y | +48.6% | +4.8% | +43.8% | +44.4% |
| 3Y | +197.3% | +30.7% | +166.6% | +189.3% |
| All | +197.3% | +31.2% | +166.0% | +189.3% |
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