+230.8%
RDW vs ULTA
+31.2%
+199.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.6% |
| 7D | +0.9% | -3.1% | +3.9% | +2.6% |
| 30D | -21.3% | +2.8% | -24.1% | -23.2% |
| 3M | -37.9% | +14.8% | -52.6% | -43.8% |
| 6M | +12.3% | -16.2% | +28.5% | +23.5% |
| YTD | +39.7% | -9.6% | +49.4% | +46.2% |
| 1Y | +25.7% | +4.8% | +20.9% | +18.2% |
| 3Y | +230.8% | +30.7% | +200.2% | +128.2% |
| All | +230.8% | +31.2% | +199.6% | +128.2% |
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