+28.4%
XLY vs ULTA
+44.7%
-16.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | -1.7% | -3.1% | +1.4% | -0.7% |
| 30D | -4.2% | +2.8% | -7.0% | -5.2% |
| 3M | -2.7% | +14.8% | -17.4% | -7.5% |
| 6M | -0.6% | -16.2% | +15.6% | +4.2% |
| YTD | -5.0% | -9.6% | +4.6% | -3.3% |
| 1Y | -4.1% | +4.8% | -8.9% | -7.9% |
| 3Y | +33.6% | +30.7% | +2.9% | +11.8% |
| All | +28.4% | +44.7% | -16.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling