+93.1%
ORCL vs ULTA
+44.0%
+49.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +10.9% | -1.8% | +12.7% | +11.3% |
| 30D | +7.0% | -1.2% | +8.2% | +7.1% |
| 3M | -21.2% | +13.4% | -34.6% | -23.7% |
| 6M | +7.4% | -15.6% | +23.0% | +11.0% |
| YTD | -16.3% | -10.4% | -5.8% | -14.9% |
| 1Y | -32.3% | +5.5% | -37.8% | -34.1% |
| 3Y | +32.6% | +31.0% | +1.6% | +17.7% |
| 5Y | +93.1% | +41.8% | +51.3% | +57.1% |
| All | +93.1% | +44.0% | +49.1% | +57.1% |
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