+1,716.3%
ULTA vs XPO
+10,038.8%
-8,322.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.9% | -1.3% | -2.5% | -3.6% |
| 30D | -1.1% | -10.4% | +9.3% | +0.9% |
| 3M | +13.8% | -15.7% | +29.5% | +17.2% |
| 6M | -17.2% | -6.3% | -10.9% | -16.7% |
| YTD | -11.5% | +34.2% | -45.6% | -17.2% |
| 1Y | +3.9% | +39.9% | -36.0% | -3.9% |
| 3Y | +29.5% | +155.2% | -125.8% | +3.3% |
| 5Y | +42.9% | +264.7% | -221.8% | +2.9% |
| 10Y | +124.4% | +1,500.1% | -1,375.7% | +25.8% |
| All | +1,716.3% | +10,038.8% | -8,322.5% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling