+2,273.5%
ULTA vs COPX
+179.8%
+2,093.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.8% | +1.0% |
| 7D | -3.9% | -2.9% | -1.0% | -3.1% |
| 30D | -1.1% | 0.0% | -1.1% | -1.4% |
| 3M | +13.8% | +14.8% | -1.0% | +7.8% |
| 6M | -17.2% | +7.0% | -24.3% | -20.9% |
| YTD | -11.5% | +23.8% | -35.3% | -20.3% |
| 1Y | +3.9% | +75.7% | -71.8% | -17.3% |
| 3Y | +29.5% | +156.4% | -126.9% | -12.5% |
| 5Y | +42.9% | +167.6% | -124.7% | -8.2% |
| 10Y | +124.4% | +569.1% | -444.8% | -3.8% |
| All | +2,273.5% | +179.8% | +2,093.7% | +1,200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling