+7,788.2%
SHOP vs ULTA
+262.1%
+7,526.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -4.9% | -6.6% |
| 7D | -4.1% | +0.7% | -4.7% | -4.3% |
| 30D | -11.5% | -2.8% | -8.7% | -10.8% |
| 3M | +21.1% | +18.7% | +2.4% | +12.7% |
| 6M | +3.0% | -15.0% | +18.0% | +8.3% |
| YTD | -16.7% | -9.2% | -7.5% | -15.2% |
| 1Y | -8.3% | +5.7% | -13.9% | -12.8% |
| 3Y | +112.8% | +32.8% | +80.1% | +79.7% |
| 5Y | -9.3% | +46.0% | -55.2% | -25.2% |
| 10Y | +3,003.4% | +125.5% | +2,878.0% | +1,878.3% |
| All | +7,788.2% | +262.1% | +7,526.1% | +4,143.2% |
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