+48.3%
XLE vs ULTA
+6.6%
+41.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.8% |
| 7D | +2.2% | +9.0% | -6.8% | +2.7% |
| 30D | +11.8% | +4.6% | +7.2% | +11.9% |
| 3M | +9.8% | +22.0% | -12.1% | +10.8% |
| 6M | +15.6% | -14.7% | +30.3% | +17.4% |
| YTD | +45.3% | -6.8% | +52.0% | +46.2% |
| 1Y | +48.3% | +6.5% | +41.8% | +47.1% |
| All | +48.3% | +6.6% | +41.7% | +47.1% |
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