-10.2%
SLB vs ULTA
+1,628.6%
-1,638.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +0.8% | +9.0% | -8.2% | -1.4% |
| 30D | +15.8% | +4.6% | +11.3% | +14.1% |
| 3M | -0.3% | +22.0% | -22.3% | -6.0% |
| 6M | +21.3% | -14.7% | +36.0% | +24.9% |
| YTD | +52.3% | -6.8% | +59.1% | +53.0% |
| 1Y | +63.6% | +6.5% | +57.1% | +58.0% |
| 3Y | +3.8% | +35.6% | -31.8% | -8.9% |
| 5Y | +128.6% | +47.6% | +81.0% | +91.2% |
| 10Y | -3.1% | +128.9% | -132.0% | -31.2% |
| All | -10.2% | +1,628.6% | -1,638.7% | -68.7% |
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 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