+2,664.3%
TSLA vs ULTA
+132.3%
+2,532.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | +3.2% | -3.1% | +6.3% | +4.4% |
| 30D | +11.6% | +2.8% | +8.8% | +10.1% |
| 3M | -8.4% | +14.8% | -23.2% | -13.9% |
| 6M | -10.4% | -16.2% | +5.8% | -5.6% |
| YTD | -18.7% | -9.6% | -9.1% | -17.2% |
| 1Y | -0.9% | +4.8% | -5.7% | -5.5% |
| 3Y | +33.6% | +30.7% | +2.9% | +11.9% |
| 5Y | +48.9% | +45.9% | +3.0% | +18.0% |
| All | +2,664.3% | +132.3% | +2,532.0% | +1,610.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling