+279.8%
OKE vs ULTA
+131.2%
+148.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | -2.7% | +4.4% | +2.6% |
| 30D | +2.1% | +7.4% | -5.3% | -0.8% |
| 3M | +8.3% | +17.3% | -9.0% | +1.1% |
| 6M | +16.3% | +2.4% | +13.9% | +13.5% |
| YTD | +37.0% | -9.3% | +46.3% | +38.5% |
| 1Y | +40.0% | +6.6% | +33.3% | +31.7% |
| 3Y | +64.7% | +31.9% | +32.8% | +33.0% |
| 5Y | +139.5% | +46.8% | +92.7% | +74.0% |
| 10Y | +279.8% | +131.2% | +148.6% | +93.2% |
| All | +279.8% | +131.2% | +148.6% | +93.2% |
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