+695.9%
XLY vs ULTA
+1,575.4%
-879.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -1.7% | -3.1% | +1.4% | -0.9% |
| 30D | -4.2% | +2.8% | -7.0% | -5.0% |
| 3M | -2.7% | +14.8% | -17.4% | -6.4% |
| 6M | -0.6% | -16.2% | +15.6% | +2.9% |
| YTD | -5.0% | -9.6% | +4.6% | -3.7% |
| 1Y | -4.1% | +4.8% | -8.9% | -6.6% |
| 3Y | +33.6% | +30.7% | +2.9% | +20.1% |
| 5Y | +28.7% | +45.9% | -17.2% | +11.6% |
| 10Y | +219.6% | +129.0% | +90.6% | +130.9% |
| All | +695.9% | +1,575.4% | -879.6% | +163.1% |
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