-19.3%
SLB vs ULTA
+1,924.4%
-1,943.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +3.5% | +2.5% | +1.0% | +2.8% |
| 30D | +6.5% | +11.5% | -5.0% | +3.4% |
| 3M | -0.2% | +28.1% | -28.4% | -6.8% |
| 6M | -5.7% | +34.2% | -40.0% | -13.6% |
| YTD | +36.8% | +9.2% | +27.6% | +31.6% |
| 1Y | +45.8% | +23.7% | +22.0% | +35.3% |
| 3Y | +3.4% | +69.2% | -65.8% | -14.4% |
| 5Y | +76.1% | +66.6% | +9.5% | +43.0% |
| 10Y | -13.0% | +176.6% | -189.6% | -41.1% |
| All | -19.3% | +1,924.4% | -1,943.7% | -73.1% |
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