+354.9%
RMBS vs ULTA
+1,575.4%
-1,220.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +1.8% | -3.1% | +4.8% | +2.6% |
| 30D | -13.9% | +2.8% | -16.7% | -14.8% |
| 3M | -39.8% | +14.8% | -54.6% | -42.4% |
| 6M | -6.0% | -16.2% | +10.2% | -2.6% |
| YTD | -5.4% | -9.6% | +4.3% | -4.0% |
| 1Y | -1.8% | +4.8% | -6.6% | -4.6% |
| 3Y | +53.7% | +30.7% | +23.0% | +38.4% |
| 5Y | +268.5% | +45.9% | +222.6% | +218.2% |
| 10Y | +563.9% | +129.0% | +434.9% | +372.2% |
| All | +354.9% | +1,575.4% | -1,220.6% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling