+483.5%
XRT vs ULTA
+1,583.0%
-1,099.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.3% |
| 7D | -0.3% | +0.7% | -0.9% | -0.5% |
| 30D | -5.6% | -2.8% | -2.8% | -5.0% |
| 3M | +2.5% | +18.7% | -16.1% | -3.1% |
| 6M | +3.7% | -15.0% | +18.7% | +7.9% |
| YTD | +1.0% | -9.2% | +10.2% | +2.9% |
| 1Y | -1.2% | +5.7% | -6.9% | -4.3% |
| 3Y | +43.4% | +32.8% | +10.6% | +26.3% |
| 5Y | -0.7% | +46.0% | -46.7% | -15.3% |
| 10Y | +123.7% | +125.5% | -1.8% | +56.1% |
| All | +483.5% | +1,583.0% | -1,099.4% | +64.8% |
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