+46.2%
RBRK vs ULTA
+25.8%
+20.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.6% | -9.5% | -10.5% |
| 7D | -20.9% | +0.2% | -21.1% | -20.8% |
| 30D | -15.9% | +18.7% | -34.7% | -21.0% |
| 3M | +24.7% | +20.5% | +4.2% | +16.5% |
| 6M | +85.1% | +22.0% | +63.1% | +73.2% |
| YTD | +38.3% | +7.4% | +30.9% | +31.5% |
| 1Y | +46.2% | +24.5% | +21.6% | +19.8% |
| All | +46.2% | +25.8% | +20.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling