+30.7%
ULTA vs XPO
+151.0%
-120.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.1% | -5.7% | +2.6% | -1.9% |
| 30D | +2.8% | -12.8% | +15.6% | +5.5% |
| 3M | +14.8% | -20.0% | +34.7% | +19.7% |
| 6M | -16.2% | -6.0% | -10.2% | -15.7% |
| YTD | -9.6% | +34.0% | -43.7% | -15.7% |
| 1Y | +4.8% | +35.6% | -30.8% | -2.9% |
| 3Y | +30.7% | +152.3% | -121.6% | +7.9% |
| All | +30.7% | +151.0% | -120.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling