+396.7%
XLP vs ULTA
+1,628.6%
-1,231.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.0% | +9.0% | -10.0% | -2.0% |
| 30D | -0.9% | +4.6% | -5.4% | -1.5% |
| 3M | +3.8% | +22.0% | -18.2% | +1.3% |
| 6M | -1.7% | -14.7% | +13.0% | -0.4% |
| YTD | +10.3% | -6.8% | +17.0% | +10.6% |
| 1Y | +7.8% | +6.5% | +1.3% | +6.3% |
| 3Y | +27.2% | +35.6% | -8.4% | +20.2% |
| 5Y | +32.5% | +47.6% | -15.1% | +22.8% |
| 10Y | +101.8% | +128.9% | -27.1% | +70.6% |
| All | +396.7% | +1,628.6% | -1,231.8% | +189.1% |
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