-5.8%
SLB vs ULTA
+132.3%
-138.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | -2.5% | -3.1% | +0.6% | -1.5% |
| 30D | +7.1% | +2.8% | +4.3% | +5.8% |
| 3M | +0.6% | +14.8% | -14.1% | -4.9% |
| 6M | +17.6% | -16.2% | +33.8% | +23.0% |
| YTD | +48.5% | -9.6% | +58.1% | +50.9% |
| 1Y | +59.4% | +4.8% | +54.6% | +52.6% |
| 3Y | -0.4% | +30.7% | -31.0% | -16.5% |
| 5Y | +133.8% | +45.9% | +87.9% | +77.9% |
| All | -5.8% | +132.3% | -138.1% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling