+200.7%
XLE vs ULTA
+1,628.6%
-1,427.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | +2.2% | +9.0% | -6.8% | +0.3% |
| 30D | +11.8% | +4.6% | +7.2% | +10.4% |
| 3M | +9.8% | +22.0% | -12.1% | +4.6% |
| 6M | +15.6% | -14.7% | +30.3% | +18.4% |
| YTD | +45.3% | -6.8% | +52.0% | +45.5% |
| 1Y | +48.3% | +6.5% | +41.8% | +43.6% |
| 3Y | +55.4% | +35.6% | +19.8% | +38.3% |
| 5Y | +216.1% | +47.6% | +168.5% | +169.5% |
| 10Y | +178.4% | +128.9% | +49.5% | +103.6% |
| All | +200.7% | +1,628.6% | -1,427.9% | +19.7% |
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