+14.9%
XYL vs ULTA
+31.2%
-16.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | -11.9% | +2.8% | -14.7% | -12.5% |
| 3M | -1.5% | +14.8% | -16.3% | -4.2% |
| 6M | -11.9% | -16.2% | +4.3% | -9.8% |
| YTD | -20.6% | -9.6% | -11.0% | -19.7% |
| 1Y | -23.5% | +4.8% | -28.3% | -25.0% |
| 3Y | +14.9% | +30.7% | -15.8% | +2.2% |
| All | +14.9% | +31.2% | -16.4% | +2.2% |
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