+36.6%
OKE vs ULTA
+25.8%
+10.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.7% |
| 7D | -9.0% | +0.2% | -9.2% | -8.9% |
| 30D | -2.3% | +18.7% | -21.0% | -1.4% |
| 3M | 0.0% | +20.5% | -20.5% | +0.9% |
| 6M | -2.0% | +22.0% | -24.0% | -0.8% |
| YTD | +23.2% | +7.4% | +15.8% | +24.2% |
| 1Y | +36.6% | +24.5% | +12.1% | +37.1% |
| All | +36.6% | +25.8% | +10.8% | +37.1% |
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 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