+584.9%
XYZ vs ULTA
+174.9%
+410.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.1% |
| 7D | -1.1% | +2.5% | -3.5% | -2.1% |
| 30D | +11.5% | +11.5% | 0.0% | +6.3% |
| 3M | +1.8% | +28.1% | -26.3% | -9.4% |
| 6M | +21.2% | +34.2% | -13.0% | +4.9% |
| YTD | +29.9% | +9.2% | +20.7% | +22.4% |
| 1Y | +35.8% | +23.7% | +12.0% | +19.4% |
| 3Y | +62.6% | +69.2% | -6.6% | +17.1% |
| 5Y | -62.8% | +66.6% | -129.4% | -72.5% |
| All | +584.9% | +174.9% | +410.0% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling