+39.9%
XOP vs ULTA
+31.2%
+8.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +2.6% | -3.1% | +5.7% | +2.9% |
| 30D | +9.6% | +2.8% | +6.8% | +9.2% |
| 3M | +20.4% | +14.8% | +5.6% | +18.4% |
| 6M | +19.9% | -16.2% | +36.1% | +22.6% |
| YTD | +56.4% | -9.6% | +66.0% | +57.7% |
| 1Y | +52.4% | +4.8% | +47.7% | +49.7% |
| 3Y | +39.9% | +30.7% | +9.2% | +24.4% |
| All | +39.9% | +31.2% | +8.6% | +24.4% |
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