+554.8%
XYZ vs ULTA
+302.1%
+252.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.6% | +4.6% | +8.0% | +10.6% |
| 30D | +10.8% | +16.5% | -5.7% | +3.8% |
| 3M | +8.4% | +21.1% | -12.7% | -0.6% |
| 6M | +14.3% | +27.4% | -13.0% | +2.2% |
| YTD | +31.5% | +9.8% | +21.7% | +24.0% |
| 1Y | +28.1% | +28.6% | -0.5% | +11.6% |
| 3Y | +66.2% | +70.5% | -4.3% | +22.2% |
| 5Y | -62.3% | +69.8% | -132.1% | -71.7% |
| 10Y | +634.6% | +180.8% | +453.8% | +319.6% |
| All | +554.8% | +302.1% | +252.7% | +269.0% |
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 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