-6.1%
RDW vs ULTA
+44.7%
-50.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.6% |
| 7D | +0.9% | -3.1% | +3.9% | +2.7% |
| 30D | -21.3% | +2.8% | -24.1% | -23.3% |
| 3M | -37.9% | +14.8% | -52.6% | -44.2% |
| 6M | +12.3% | -16.2% | +28.5% | +23.3% |
| YTD | +39.7% | -9.6% | +49.4% | +45.8% |
| 1Y | +25.7% | +4.8% | +20.9% | +17.6% |
| 3Y | +230.8% | +30.7% | +200.2% | +147.3% |
| All | -6.1% | +44.7% | -50.8% | -40.4% |
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