+610.2%
ORCL vs ULTA
+1,935.9%
-1,325.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +4.6% | -11.2% | -7.3% |
| 30D | -16.6% | +16.5% | -33.1% | -19.0% |
| 3M | -21.6% | +21.1% | -42.7% | -24.6% |
| 6M | -39.4% | +27.4% | -66.7% | -42.4% |
| YTD | -38.7% | +9.8% | -48.5% | -40.3% |
| 1Y | -50.4% | +28.6% | -79.0% | -53.2% |
| 3Y | +8.1% | +70.5% | -62.4% | -5.4% |
| 5Y | +34.5% | +69.8% | -35.2% | +16.6% |
| 10Y | +246.0% | +180.8% | +65.2% | +155.4% |
| All | +610.2% | +1,935.9% | -1,325.7% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling