+56.8%
RGTI vs ULTA
+44.7%
+12.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.6% |
| 7D | +0.5% | -3.1% | +3.5% | +2.4% |
| 30D | -17.1% | +2.8% | -19.9% | -19.3% |
| 3M | -26.0% | +14.8% | -40.8% | -33.9% |
| 6M | -9.9% | -16.2% | +6.4% | -0.8% |
| YTD | -31.1% | -9.6% | -21.4% | -28.1% |
| 1Y | -8.5% | +4.8% | -13.3% | -16.1% |
| 3Y | +652.2% | +30.7% | +621.5% | +466.6% |
| All | +56.8% | +44.7% | +12.1% | +7.6% |
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 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