-34.5%
RBLX vs ULTA
+60.5%
-95.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.4% |
| 7D | +5.1% | -3.1% | +8.1% | +6.5% |
| 30D | +28.0% | +2.8% | +25.2% | +25.9% |
| 3M | +4.6% | +14.8% | -10.1% | -2.8% |
| 6M | -24.7% | -16.2% | -8.4% | -19.4% |
| YTD | -43.8% | -9.6% | -34.2% | -42.4% |
| 1Y | -65.8% | +4.8% | -70.5% | -67.9% |
| 3Y | +59.4% | +30.7% | +28.7% | +23.3% |
| 5Y | -48.2% | +45.9% | -94.1% | -63.2% |
| All | -34.5% | +60.5% | -95.0% | -51.9% |
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