-33.3%
OKTA vs ULTA
+44.7%
-77.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.5% |
| 7D | -2.4% | -3.1% | +0.7% | -1.2% |
| 30D | +13.0% | +2.8% | +10.2% | +11.5% |
| 3M | +41.7% | +14.8% | +26.9% | +32.8% |
| 6M | +105.9% | -16.2% | +122.2% | +118.7% |
| YTD | +92.6% | -9.6% | +102.2% | +97.3% |
| 1Y | +81.1% | +4.8% | +76.3% | +72.4% |
| 3Y | +84.8% | +30.7% | +54.1% | +46.3% |
| All | -33.3% | +44.7% | -77.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling