+3,823.5%
ORLY vs ULTA
+1,575.4%
+2,248.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | -6.8% | +2.8% | -9.6% | -7.4% |
| 3M | -4.8% | +14.8% | -19.5% | -7.7% |
| 6M | -9.1% | -16.2% | +7.1% | -6.3% |
| YTD | -5.9% | -9.6% | +3.7% | -4.8% |
| 1Y | -20.4% | +4.8% | -25.2% | -22.3% |
| 3Y | +36.6% | +30.7% | +5.9% | +23.8% |
| 5Y | +117.3% | +45.9% | +71.4% | +89.5% |
| 10Y | +362.7% | +129.0% | +233.7% | +242.9% |
| All | +3,823.5% | +1,575.4% | +2,248.1% | +1,469.9% |
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