+22,994.0%
TSLA vs ULTA
+2,069.1%
+20,924.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | +11.2% | -1.2% | +12.4% | +11.3% |
| 3M | -7.3% | +13.4% | -20.7% | -12.0% |
| 6M | -7.7% | -15.6% | +7.9% | -3.5% |
| YTD | -18.2% | -10.4% | -7.8% | -16.5% |
| 1Y | +6.0% | +5.5% | +0.6% | +1.4% |
| 3Y | +48.0% | +31.0% | +17.0% | +26.7% |
| 5Y | +46.2% | +41.8% | +4.4% | +20.7% |
| 10Y | +2,737.0% | +127.0% | +2,610.0% | +1,704.4% |
| All | +22,994.0% | +2,069.1% | +20,924.8% | +6,657.8% |
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