+153.0%
VLO vs ULTA
+5.8%
+147.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.4% |
| 7D | +5.3% | -3.1% | +8.4% | +5.2% |
| 30D | +18.2% | +2.8% | +15.4% | +18.3% |
| 3M | +53.3% | +14.8% | +38.6% | +53.0% |
| 6M | +70.4% | -16.2% | +86.7% | +75.6% |
| YTD | +143.4% | -9.6% | +153.0% | +149.0% |
| 1Y | +153.0% | +4.8% | +148.2% | +155.9% |
| All | +153.0% | +5.8% | +147.2% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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