+52.6%
XOM vs ULTA
+27.7%
+24.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -4.1% |
| 7D | -7.0% | +6.7% | -13.7% | -6.2% |
| 30D | +3.2% | +21.7% | -18.5% | +5.8% |
| 3M | +10.7% | +21.5% | -10.8% | +13.3% |
| 6M | +11.6% | +27.5% | -15.9% | +15.6% |
| YTD | +43.5% | +9.2% | +34.3% | +46.9% |
| 1Y | +52.6% | +27.9% | +24.7% | +56.0% |
| All | +52.6% | +27.7% | +24.9% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling