+28.3%
RDW vs ULTA
+6.6%
+21.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.0% |
| 7D | -3.1% | +9.0% | -12.1% | -6.7% |
| 30D | -1.8% | +4.6% | -6.3% | -3.4% |
| 3M | -50.9% | +22.0% | -72.8% | -55.0% |
| 6M | +13.5% | -14.7% | +28.2% | +24.9% |
| YTD | +38.6% | -6.8% | +45.3% | +44.6% |
| 1Y | +28.3% | +6.5% | +21.7% | +24.6% |
| All | +28.3% | +6.6% | +21.6% | +24.6% |
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 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