+26.7%
XOP vs ULTA
+1,560.4%
-1,533.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.0% | -1.8% | +2.7% | +1.4% |
| 30D | +10.8% | -1.2% | +12.1% | +11.0% |
| 3M | +19.5% | +13.4% | +6.1% | +14.8% |
| 6M | +21.6% | -15.6% | +37.2% | +25.2% |
| YTD | +55.8% | -10.4% | +66.3% | +57.6% |
| 1Y | +54.6% | +5.5% | +49.2% | +49.0% |
| 3Y | +36.6% | +31.0% | +5.7% | +20.0% |
| 5Y | +160.6% | +41.8% | +118.8% | +119.4% |
| 10Y | +56.2% | +127.0% | -70.7% | +10.6% |
| All | +26.7% | +1,560.4% | -1,533.6% | -54.9% |
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