+174.8%
ULTA vs COO
+41.1%
+133.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.2% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +11.5% | +14.2% | -2.6% | +5.3% |
| 3M | +28.1% | -18.2% | +46.4% | +38.9% |
| 6M | +34.2% | +5.3% | +28.9% | +29.1% |
| YTD | +9.2% | -23.6% | +32.8% | +21.3% |
| 1Y | +23.7% | -12.7% | +36.4% | +29.5% |
| 3Y | +69.2% | -24.2% | +93.4% | +77.3% |
| 5Y | +66.6% | -40.0% | +106.6% | +95.1% |
| All | +174.8% | +41.1% | +133.7% | +136.9% |
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