+297.6%
XLU vs ULTA
+1,575.4%
-1,277.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | -3.3% | +2.8% | -6.1% | -3.7% |
| 3M | -3.2% | +14.8% | -17.9% | -4.7% |
| 6M | -7.0% | -16.2% | +9.3% | -5.6% |
| YTD | +0.6% | -9.6% | +10.3% | +1.2% |
| 1Y | +2.4% | +4.8% | -2.3% | +1.2% |
| 3Y | +46.3% | +30.7% | +15.6% | +39.1% |
| 5Y | +44.0% | +45.9% | -1.9% | +33.8% |
| 10Y | +140.1% | +129.0% | +11.0% | +103.9% |
| All | +297.6% | +1,575.4% | -1,277.9% | +143.6% |
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