+72.4%
UBER vs ULTA
+57.6%
+14.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.2% |
| 7D | -5.4% | -3.1% | -2.3% | -4.1% |
| 30D | -4.9% | +2.8% | -7.7% | -6.5% |
| 3M | +3.0% | +14.8% | -11.7% | -3.7% |
| 6M | -4.4% | -16.2% | +11.8% | +1.9% |
| YTD | -12.3% | -9.6% | -2.7% | -10.2% |
| 1Y | -24.3% | +4.8% | -29.1% | -28.4% |
| 3Y | +46.4% | +30.7% | +15.8% | +16.4% |
| 5Y | +79.7% | +45.9% | +33.8% | +31.4% |
| All | +72.4% | +57.6% | +14.8% | -12.0% |
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