+14.3%
XLI vs ULTA
+5.8%
+8.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -7.3% | +2.8% | -10.1% | -7.5% |
| 3M | -1.3% | +14.8% | -16.1% | -3.0% |
| 6M | +2.2% | -16.2% | +18.5% | +4.0% |
| YTD | +11.7% | -9.6% | +21.3% | +13.1% |
| 1Y | +14.3% | +4.8% | +9.5% | +14.4% |
| All | +14.3% | +5.8% | +8.5% | +14.4% |
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