-68.4%
XYZ vs ULTA
+44.0%
-112.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.1% |
| 7D | -3.7% | -1.8% | -1.9% | -2.7% |
| 30D | +0.5% | -1.2% | +1.8% | +0.8% |
| 3M | +16.3% | +13.4% | +2.9% | +7.3% |
| 6M | +21.1% | -15.6% | +36.8% | +30.9% |
| YTD | +22.0% | -10.4% | +32.4% | +26.3% |
| 1Y | +5.2% | +5.5% | -0.3% | -2.8% |
| 3Y | +49.6% | +31.0% | +18.6% | +9.3% |
| 5Y | -68.4% | +41.8% | -110.3% | -80.0% |
| All | -68.4% | +44.0% | -112.5% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling