+33.3%
SHEL vs ULTA
+6.6%
+26.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.8% |
| 7D | +2.2% | +9.0% | -6.8% | +3.0% |
| 30D | +6.8% | +4.6% | +2.3% | +7.3% |
| 3M | +8.1% | +22.0% | -13.9% | +10.0% |
| 6M | +14.4% | -14.7% | +29.1% | +14.4% |
| YTD | +30.0% | -6.8% | +36.7% | +29.9% |
| 1Y | +33.3% | +6.5% | +26.8% | +32.8% |
| All | +33.3% | +6.6% | +26.7% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling