+9.3%
XYZ vs ULTA
+6.6%
+2.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.0% | +9.0% | -10.0% | -2.7% |
| 30D | -1.7% | +4.6% | -6.3% | -2.7% |
| 3M | +16.7% | +22.0% | -5.2% | +11.5% |
| 6M | +26.9% | -14.7% | +41.6% | +28.1% |
| YTD | +27.1% | -6.8% | +33.9% | +26.2% |
| 1Y | +9.3% | +6.5% | +2.7% | +8.2% |
| All | +9.3% | +6.6% | +2.6% | +8.2% |
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 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