+125.6%
ULTA vs COPX
+583.8%
-458.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.1% | -2.3% | -0.7% | -2.5% |
| 30D | +2.8% | +0.3% | +2.5% | +2.3% |
| 3M | +14.8% | +6.8% | +7.9% | +11.2% |
| 6M | -16.2% | +7.9% | -24.2% | -20.3% |
| YTD | -9.6% | +23.7% | -33.4% | -19.3% |
| 1Y | +4.8% | +71.5% | -66.8% | -17.5% |
| 3Y | +30.7% | +149.1% | -118.4% | -14.2% |
| 5Y | +45.9% | +167.3% | -121.5% | -11.0% |
| All | +125.6% | +583.8% | -458.2% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling