-6.0%
RMBS vs ULTA
-15.4%
+9.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.9% |
| 7D | +1.8% | -3.1% | +4.8% | +1.7% |
| 30D | -13.9% | +2.8% | -16.7% | -13.4% |
| 3M | -39.8% | +14.8% | -54.6% | -39.1% |
| 6M | -6.0% | -16.2% | +10.2% | -0.3% |
| All | -6.0% | -15.4% | +9.4% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling