+32.9%
TSLA vs ULTA
+28.6%
+4.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -3.4% | -3.9% | +0.5% | -2.4% |
| 30D | +9.2% | -1.1% | +10.3% | +9.3% |
| 3M | -4.7% | +13.8% | -18.5% | -8.9% |
| 6M | -8.9% | -17.2% | +8.3% | -4.0% |
| YTD | -19.2% | -11.5% | -7.7% | -17.0% |
| 1Y | +4.5% | +3.9% | +0.6% | +0.7% |
| All | +32.9% | +28.6% | +4.3% | +3.6% |
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