+60.5%
XOM vs ULTA
+31.2%
+29.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.2% |
| 30D | +4.6% | +2.8% | +1.8% | +4.4% |
| 3M | +14.0% | +14.8% | -0.8% | +13.3% |
| 6M | +11.0% | -16.2% | +27.2% | +12.4% |
| YTD | +40.7% | -9.6% | +50.3% | +41.4% |
| 1Y | +52.3% | +4.8% | +47.5% | +50.8% |
| 3Y | +60.5% | +30.7% | +29.8% | +52.7% |
| All | +60.5% | +31.2% | +29.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling