+1,092.1%
OKE vs ULTA
+1,575.4%
-483.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | +0.4% |
| 7D | +1.2% | -3.1% | +4.3% | +2.0% |
| 30D | +4.5% | +2.8% | +1.7% | +3.6% |
| 3M | +9.6% | +14.8% | -5.2% | +5.4% |
| 6M | +15.4% | -16.2% | +31.6% | +19.0% |
| YTD | +36.5% | -9.6% | +46.1% | +37.7% |
| 1Y | +39.0% | +4.8% | +34.2% | +34.7% |
| 3Y | +74.3% | +30.7% | +43.6% | +54.6% |
| 5Y | +141.2% | +45.9% | +95.3% | +103.9% |
| 10Y | +262.1% | +129.0% | +133.1% | +164.8% |
| All | +1,092.1% | +1,575.4% | -483.4% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling