+121.0%
ULTA vs COO
+17.5%
+103.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.7% | +13.5% | +5.3% |
| 7D | -3.9% | -23.3% | +19.5% | +7.3% |
| 30D | -1.1% | -29.5% | +28.4% | +14.6% |
| 3M | +13.8% | -20.0% | +33.8% | +24.3% |
| 6M | -17.2% | -27.2% | +10.0% | -5.9% |
| YTD | -11.5% | -33.9% | +22.4% | +5.0% |
| 1Y | +3.9% | -19.9% | +23.8% | +12.7% |
| 3Y | +29.5% | -38.1% | +67.6% | +49.3% |
| 5Y | +42.9% | -52.0% | +94.9% | +86.6% |
| All | +121.0% | +17.5% | +103.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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