+227.1%
RCL vs ULTA
+44.0%
+183.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -15.7% | -1.2% | -14.4% | -15.5% |
| 3M | -8.0% | +13.4% | -21.4% | -13.4% |
| 6M | -10.1% | -15.6% | +5.5% | -4.6% |
| YTD | -5.9% | -10.4% | +4.6% | -3.1% |
| 1Y | -23.5% | +5.5% | -28.9% | -27.7% |
| 3Y | +174.4% | +31.0% | +143.4% | +117.0% |
| 5Y | +227.1% | +41.8% | +185.3% | +131.9% |
| All | +227.1% | +44.0% | +183.1% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling