+29.5%
ULTA vs COO
-27.8%
+57.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | 0.0% |
| 7D | -1.8% | -9.0% | +7.2% | +0.2% |
| 30D | -1.2% | -16.8% | +15.6% | +2.8% |
| 3M | +13.4% | -7.5% | +20.9% | +15.3% |
| 6M | -15.6% | -16.3% | +0.6% | -12.6% |
| YTD | -10.4% | -22.5% | +12.1% | -5.9% |
| 1Y | +5.5% | -7.0% | +12.4% | +7.7% |
| All | +29.5% | -27.8% | +57.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling