+448.5%
XYL vs ULTA
+720.0%
-271.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.6% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | -9.2% | -2.8% | -6.4% | -8.8% |
| 3M | -0.3% | +18.7% | -18.9% | -4.5% |
| 6M | -11.0% | -15.0% | +4.1% | -8.3% |
| YTD | -19.2% | -9.2% | -10.0% | -18.1% |
| 1Y | -21.2% | +5.7% | -26.9% | -23.3% |
| 3Y | +18.6% | +32.8% | -14.2% | +6.4% |
| 5Y | -14.3% | +46.0% | -60.3% | -25.9% |
| 10Y | +141.0% | +125.5% | +15.5% | +77.9% |
| All | +448.5% | +720.0% | -271.5% | +214.5% |
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 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