+292.2%
RCL vs ULTA
+65.2%
+227.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -2.2% |
| 30D | +17.8% | +11.5% | +6.3% | +12.4% |
| 3M | +4.9% | +28.1% | -23.2% | -6.2% |
| 6M | +23.7% | +34.2% | -10.5% | +7.8% |
| YTD | +17.8% | +9.2% | +8.6% | +11.2% |
| 1Y | +28.9% | +23.7% | +5.2% | +13.8% |
| 3Y | +241.9% | +69.2% | +172.7% | +135.5% |
| All | +292.2% | +65.2% | +227.0% | +158.7% |
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