-45.7%
RDDT vs ULTA
+27.7%
-73.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +5.0% |
| 7D | -24.4% | +6.7% | -31.1% | -25.3% |
| 30D | -32.3% | +21.7% | -54.0% | -34.9% |
| 3M | -36.3% | +21.5% | -57.8% | -38.7% |
| 6M | -39.7% | +27.5% | -67.3% | -42.5% |
| YTD | -55.7% | +9.2% | -64.9% | -57.6% |
| 1Y | -45.7% | +27.9% | -73.6% | -52.0% |
| All | -45.7% | +27.7% | -73.4% | -52.0% |
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