+227.7%
XLE vs ULTA
+44.0%
+183.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +8.5% | -1.2% | +9.8% | +8.6% |
| 3M | +14.6% | +13.4% | +1.2% | +12.6% |
| 6M | +17.6% | -15.6% | +33.2% | +19.8% |
| YTD | +48.1% | -10.4% | +58.5% | +49.3% |
| 1Y | +53.8% | +5.5% | +48.3% | +50.9% |
| 3Y | +56.2% | +31.0% | +25.2% | +44.0% |
| 5Y | +227.7% | +41.8% | +185.9% | +192.0% |
| All | +227.7% | +44.0% | +183.7% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling