+71.0%
UBER vs ULTA
+56.2%
+14.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -7.0% | -1.8% | -5.2% | -6.2% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | +1.0% | +13.4% | -12.4% | -5.0% |
| 6M | -3.7% | -15.6% | +11.9% | +2.3% |
| YTD | -13.0% | -10.4% | -2.6% | -10.5% |
| 1Y | -25.5% | +5.5% | -31.0% | -29.8% |
| 3Y | +50.5% | +31.0% | +19.5% | +19.4% |
| 5Y | +76.2% | +41.8% | +34.3% | +30.7% |
| All | +71.0% | +56.2% | +14.8% | -12.4% |
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