+123.0%
XRT vs ULTA
+132.3%
-9.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.6% |
| 7D | -3.2% | -3.1% | -0.1% | -2.0% |
| 30D | -4.5% | +2.8% | -7.3% | -5.7% |
| 3M | -3.1% | +14.8% | -17.8% | -8.5% |
| 6M | +4.2% | -16.2% | +20.5% | +10.1% |
| YTD | -0.1% | -9.6% | +9.5% | +2.3% |
| 1Y | -3.0% | +4.8% | -7.8% | -6.7% |
| 3Y | +41.8% | +30.7% | +11.1% | +20.6% |
| 5Y | -1.3% | +45.9% | -47.1% | -20.2% |
| All | +123.0% | +132.3% | -9.3% | +42.5% |
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