+333.1%
RCL vs ULTA
+132.3%
+200.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.7% |
| 7D | -1.9% | -3.1% | +1.2% | -0.2% |
| 30D | -15.5% | +2.8% | -18.3% | -17.2% |
| 3M | -9.7% | +14.8% | -24.4% | -17.1% |
| 6M | -8.7% | -16.2% | +7.5% | -1.3% |
| YTD | -5.8% | -9.6% | +3.9% | -2.8% |
| 1Y | -24.5% | +4.8% | -29.2% | -29.3% |
| 3Y | +173.9% | +30.7% | +143.2% | +109.4% |
| 5Y | +228.0% | +45.9% | +182.1% | +126.6% |
| All | +333.1% | +132.3% | +200.8% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling