+33.3%
ORCL vs ULTA
+32.1%
+1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.8% |
| 7D | +15.0% | +0.7% | +14.3% | +14.9% |
| 30D | +10.5% | -2.8% | +13.4% | +11.0% |
| 3M | -23.0% | +18.7% | -41.7% | -25.5% |
| 6M | +7.0% | -15.0% | +22.0% | +9.9% |
| YTD | -15.8% | -9.2% | -6.6% | -14.8% |
| 1Y | -31.1% | +5.7% | -36.7% | -32.4% |
| 3Y | +33.3% | +32.8% | +0.5% | +23.5% |
| All | +33.3% | +32.1% | +1.2% | +23.5% |
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 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