+55.0%
XOP vs ULTA
+132.3%
-77.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | +2.6% | -3.1% | +5.7% | +3.6% |
| 30D | +9.6% | +2.8% | +6.8% | +8.3% |
| 3M | +20.4% | +14.8% | +5.6% | +14.0% |
| 6M | +19.9% | -16.2% | +36.1% | +24.9% |
| YTD | +56.4% | -9.6% | +66.0% | +58.1% |
| 1Y | +52.4% | +4.8% | +47.7% | +45.3% |
| 3Y | +39.9% | +30.7% | +9.2% | +16.8% |
| 5Y | +163.7% | +45.9% | +117.8% | +102.5% |
| All | +55.0% | +132.3% | -77.3% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling