+275.4%
ORCL vs ULTA
+170.8%
+104.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | -11.2% | +12.4% | -23.7% | -13.3% |
| 3M | -16.8% | +22.4% | -39.2% | -20.2% |
| 6M | -31.5% | +28.9% | -60.3% | -35.1% |
| YTD | -33.9% | +7.6% | -41.5% | -35.5% |
| 1Y | -43.3% | +21.6% | -64.8% | -46.0% |
| 3Y | +16.5% | +67.0% | -50.6% | +1.7% |
| 5Y | +45.4% | +64.2% | -18.8% | +26.0% |
| All | +275.4% | +170.8% | +104.6% | +179.2% |
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