+45.8%
SLB vs ULTA
+23.0%
+22.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.5% |
| 7D | +3.5% | +2.5% | +1.0% | +3.5% |
| 30D | +6.5% | +11.5% | -5.0% | +6.2% |
| 3M | -0.2% | +28.1% | -28.4% | -1.0% |
| 6M | -5.7% | +34.2% | -40.0% | -6.8% |
| YTD | +36.8% | +9.2% | +27.6% | +40.3% |
| 1Y | +45.8% | +23.7% | +22.0% | +47.7% |
| All | +45.8% | +23.0% | +22.8% | +47.7% |
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