+267.5%
XLB vs ULTA
+1,583.0%
-1,315.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -1.7% | -2.8% | +1.1% | -1.3% |
| 3M | +4.4% | +18.7% | -14.3% | +0.2% |
| 6M | +5.0% | -15.0% | +20.1% | +8.0% |
| YTD | +15.5% | -9.2% | +24.7% | +16.9% |
| 1Y | +14.9% | +5.7% | +9.3% | +12.1% |
| 3Y | +34.5% | +32.8% | +1.8% | +21.7% |
| 5Y | +36.5% | +46.0% | -9.4% | +19.1% |
| 10Y | +159.6% | +125.5% | +34.1% | +92.5% |
| All | +267.5% | +1,583.0% | -1,315.4% | +44.8% |
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