-41.6%
ORCL vs ULTA
+23.0%
-64.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +8.0% | +2.5% | +5.5% | +7.7% |
| 30D | -4.0% | +11.5% | -15.5% | -5.0% |
| 3M | -19.5% | +28.1% | -47.6% | -21.6% |
| 6M | -33.5% | +34.2% | -67.7% | -35.4% |
| YTD | -34.8% | +9.2% | -44.0% | -35.4% |
| 1Y | -41.6% | +23.7% | -65.4% | -42.5% |
| All | -41.6% | +23.0% | -64.6% | -42.5% |
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