-26.6%
RKT vs ULTA
+6.6%
-33.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | +2.1% | +9.0% | -6.9% | -1.7% |
| 30D | +1.4% | +4.6% | -3.1% | -0.7% |
| 3M | +6.3% | +22.0% | -15.7% | -3.3% |
| 6M | -15.5% | -14.7% | -0.8% | -13.1% |
| YTD | -27.4% | -6.8% | -20.6% | -27.3% |
| 1Y | -26.6% | +6.5% | -33.1% | -31.5% |
| All | -26.6% | +6.6% | -33.2% | -31.5% |
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