+938.2%
VLO vs ULTA
+1,583.0%
-644.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.0% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | +28.3% | -2.8% | +31.2% | +29.0% |
| 3M | +48.7% | +18.7% | +30.1% | +40.6% |
| 6M | +71.9% | -15.0% | +86.9% | +77.3% |
| YTD | +138.7% | -9.2% | +147.9% | +141.1% |
| 1Y | +148.5% | +5.7% | +142.8% | +138.7% |
| 3Y | +192.7% | +32.8% | +159.9% | +153.0% |
| 5Y | +601.6% | +46.0% | +555.7% | +469.4% |
| 10Y | +900.2% | +125.5% | +774.7% | +576.5% |
| All | +938.2% | +1,583.0% | -644.8% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling