+533.2%
XYZ vs ULTA
+241.4%
+291.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -1.0% | +9.0% | -10.0% | -4.7% |
| 30D | -1.7% | +4.6% | -6.3% | -4.0% |
| 3M | +16.7% | +22.0% | -5.2% | +6.2% |
| 6M | +26.9% | -14.7% | +41.6% | +34.0% |
| YTD | +27.1% | -6.8% | +33.9% | +28.7% |
| 1Y | +9.3% | +6.5% | +2.7% | +3.3% |
| 3Y | +42.3% | +35.6% | +6.7% | +15.9% |
| 5Y | -69.3% | +47.6% | -117.0% | -75.6% |
| 10Y | +586.8% | +128.9% | +457.9% | +322.4% |
| All | +533.2% | +241.4% | +291.8% | +282.8% |
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 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