-11.4%
RKT vs ULTA
+44.7%
-56.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.9% |
| 7D | -6.3% | -3.1% | -3.2% | -5.1% |
| 30D | -6.2% | +2.8% | -9.0% | -7.4% |
| 3M | -1.9% | +14.8% | -16.6% | -7.3% |
| 6M | -13.0% | -16.2% | +3.2% | -8.0% |
| YTD | -31.9% | -9.6% | -22.3% | -30.1% |
| 1Y | -37.6% | +4.8% | -42.3% | -39.5% |
| 3Y | +36.8% | +30.7% | +6.1% | +16.7% |
| All | -11.4% | +44.7% | -56.1% | -31.2% |
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 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