+241.9%
RCL vs ULTA
+69.8%
+172.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -1.2% | +2.5% | -3.7% | -1.9% |
| 30D | +17.8% | +11.5% | +6.3% | +14.2% |
| 3M | +4.9% | +28.1% | -23.2% | -2.5% |
| 6M | +23.7% | +34.2% | -10.5% | +13.1% |
| YTD | +17.8% | +9.2% | +8.6% | +13.3% |
| 1Y | +28.9% | +23.7% | +5.2% | +19.0% |
| 3Y | +241.9% | +69.2% | +172.7% | +167.8% |
| All | +241.9% | +69.8% | +172.1% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling