+438.1%
XLP vs ULTA
+1,935.9%
-1,497.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +4.6% | -2.3% | +1.8% |
| 30D | +9.1% | +16.5% | -7.4% | +7.2% |
| 3M | +7.9% | +21.1% | -13.2% | +5.4% |
| 6M | +9.6% | +27.4% | -17.8% | +6.3% |
| YTD | +19.4% | +9.8% | +9.6% | +17.5% |
| 1Y | +22.4% | +28.6% | -6.3% | +18.1% |
| 3Y | +43.2% | +70.5% | -27.3% | +31.8% |
| 5Y | +42.6% | +69.8% | -27.2% | +30.1% |
| 10Y | +135.4% | +180.8% | -45.4% | +94.6% |
| All | +438.1% | +1,935.9% | -1,497.8% | +207.2% |
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