+559.3%
ROKU vs ULTA
+140.4%
+418.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | -0.4% | -3.1% | +2.6% | +0.8% |
| 30D | +2.1% | +2.8% | -0.7% | +0.5% |
| 3M | +29.5% | +14.8% | +14.7% | +21.3% |
| 6M | +53.8% | -16.2% | +70.0% | +62.8% |
| YTD | +42.8% | -9.6% | +52.4% | +46.0% |
| 1Y | +60.7% | +4.8% | +56.0% | +54.0% |
| 3Y | +83.9% | +30.7% | +53.2% | +56.0% |
| 5Y | -52.8% | +45.9% | -98.7% | -60.9% |
| All | +559.3% | +140.4% | +418.9% | +294.6% |
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