+440.6%
XLP vs ULTA
+1,919.6%
-1,478.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +8.3% | +16.1% | -7.8% | +6.5% |
| 3M | +8.7% | +21.7% | -13.1% | +6.2% |
| 6M | +11.2% | +28.7% | -17.6% | +7.7% |
| YTD | +20.0% | +8.9% | +11.1% | +18.2% |
| 1Y | +21.3% | +26.1% | -4.7% | +17.3% |
| 3Y | +43.8% | +69.1% | -25.3% | +32.5% |
| 5Y | +43.3% | +66.6% | -23.3% | +31.1% |
| 10Y | +136.8% | +175.9% | -39.2% | +96.1% |
| All | +440.6% | +1,919.6% | -1,478.9% | +208.9% |
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