+1,762.4%
ULTA vs COO
+523.4%
+1,239.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.5% |
| 7D | +0.7% | -2.3% | +2.9% | +1.6% |
| 30D | -2.8% | -8.8% | +6.0% | +0.8% |
| 3M | +18.7% | +1.3% | +17.3% | +17.8% |
| 6M | -15.0% | -11.6% | -3.5% | -11.1% |
| YTD | -9.2% | -17.4% | +8.2% | -2.5% |
| 1Y | +5.7% | -1.6% | +7.3% | +5.5% |
| 3Y | +32.8% | -22.6% | +55.4% | +39.8% |
| 5Y | +46.0% | -40.3% | +86.3% | +68.5% |
| 10Y | +125.5% | +45.2% | +80.3% | +81.7% |
| All | +1,762.4% | +523.4% | +1,239.1% | +634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling