+5.6%
META vs ULTA
+23.0%
-17.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.8% |
| 7D | +5.2% | +2.5% | +2.7% | +5.0% |
| 30D | -13.0% | +11.5% | -24.5% | -13.7% |
| 3M | +7.9% | +28.1% | -20.2% | +6.1% |
| 6M | +4.2% | +34.2% | -30.0% | +2.0% |
| YTD | -2.5% | +9.2% | -11.7% | -2.9% |
| 1Y | +5.6% | +23.7% | -18.2% | +3.6% |
| All | +5.6% | +23.0% | -17.4% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling