+2.5%
SLB vs ULTA
+32.1%
-29.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +0.4% | +0.7% | -0.2% | +0.3% |
| 30D | +13.6% | -2.8% | +16.4% | +13.9% |
| 3M | +1.5% | +18.7% | -17.2% | -1.4% |
| 6M | +23.0% | -15.0% | +38.0% | +26.3% |
| YTD | +51.2% | -9.2% | +60.4% | +53.2% |
| 1Y | +63.5% | +5.7% | +57.8% | +60.8% |
| 3Y | +2.5% | +32.8% | -30.2% | -5.8% |
| All | +2.5% | +32.1% | -29.6% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling