+6.5%
ULTA vs COPX
+84.7%
-78.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +9.0% | -4.0% | +13.0% | +9.4% |
| 30D | +4.6% | +4.5% | 0.0% | +4.1% |
| 3M | +22.0% | +0.8% | +21.1% | +21.9% |
| 6M | -14.7% | +3.2% | -17.9% | -15.5% |
| YTD | -6.8% | +26.7% | -33.5% | -10.9% |
| 1Y | +6.5% | +85.7% | -79.1% | -1.6% |
| All | +6.5% | +84.7% | -78.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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