+133.6%
SLB vs ULTA
+39.1%
+94.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -2.4% | -3.9% | +1.4% | -1.8% |
| 30D | +4.9% | -1.1% | +5.9% | +5.0% |
| 3M | +1.4% | +13.8% | -12.4% | -1.3% |
| 6M | +17.6% | -17.2% | +34.9% | +21.3% |
| YTD | +48.3% | -11.5% | +59.8% | +50.8% |
| 1Y | +58.7% | +3.9% | +54.8% | +55.7% |
| 3Y | +0.6% | +29.5% | -28.9% | -9.0% |
| 5Y | +133.6% | +42.9% | +90.7% | +98.7% |
| All | +133.6% | +39.1% | +94.4% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling