+8.1%
ORCL vs ULTA
+70.7%
-62.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +4.6% | -11.2% | -7.2% |
| 30D | -16.6% | +16.5% | -33.1% | -18.7% |
| 3M | -21.6% | +21.1% | -42.7% | -24.2% |
| 6M | -39.4% | +27.4% | -66.7% | -41.9% |
| YTD | -38.7% | +9.8% | -48.5% | -39.9% |
| 1Y | -50.4% | +28.6% | -79.0% | -52.8% |
| 3Y | +8.1% | +70.5% | -62.4% | -3.0% |
| All | +8.1% | +70.7% | -62.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling