+50.9%
XYZ vs ULTA
+32.1%
+18.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +1.4% | -2.8% | +4.2% | +2.2% |
| 3M | +14.6% | +18.7% | -4.1% | +7.3% |
| 6M | +20.8% | -15.0% | +35.8% | +26.6% |
| YTD | +23.1% | -9.2% | +32.3% | +25.4% |
| 1Y | +5.6% | +5.7% | 0.0% | +0.9% |
| 3Y | +50.9% | +32.8% | +18.1% | +8.8% |
| All | +50.9% | +32.1% | +18.8% | +8.8% |
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 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