+179.2%
XLE vs ULTA
+174.9%
+4.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +5.4% | +2.5% | +3.0% | +4.7% |
| 30D | -3.9% | +11.5% | -15.5% | -7.1% |
| 3M | +7.0% | +28.1% | -21.1% | -0.7% |
| 6M | +14.2% | +34.2% | -20.0% | +3.8% |
| YTD | +48.2% | +9.2% | +39.0% | +41.6% |
| 1Y | +47.7% | +23.7% | +23.9% | +35.2% |
| 3Y | +70.0% | +69.2% | +0.8% | +34.3% |
| 5Y | +169.1% | +66.6% | +102.5% | +105.6% |
| All | +179.2% | +174.9% | +4.3% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling