-24.5%
XYL vs ULTA
+6.6%
-31.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -5.0% | +9.0% | -14.1% | -6.2% |
| 30D | -13.2% | +4.6% | -17.8% | -13.7% |
| 3M | -3.7% | +22.0% | -25.7% | -6.5% |
| 6M | -17.7% | -14.7% | -3.0% | -17.3% |
| YTD | -21.5% | -6.8% | -14.8% | -21.1% |
| 1Y | -24.5% | +6.5% | -31.0% | -24.0% |
| All | -24.5% | +6.6% | -31.1% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling