+4.8%
ULTA vs COO
-20.3%
+25.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -3.1% | -22.5% | +19.5% | +5.9% |
| 30D | +2.8% | -29.7% | +32.5% | +17.0% |
| 3M | +14.8% | -20.1% | +34.9% | +23.4% |
| 6M | -16.2% | -26.9% | +10.7% | -5.6% |
| YTD | -9.6% | -34.2% | +24.6% | +6.3% |
| 1Y | +4.8% | -21.3% | +26.0% | +17.4% |
| All | +4.8% | -20.3% | +25.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling