+1,193.7%
RMD vs ULTA
+1,583.0%
-389.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | -4.5% | +0.7% | -5.1% | -4.6% |
| 30D | +4.6% | -2.8% | +7.4% | +4.9% |
| 3M | +14.8% | +18.7% | -3.9% | +11.5% |
| 6M | -12.1% | -15.0% | +3.0% | -10.3% |
| YTD | -7.5% | -9.2% | +1.7% | -6.7% |
| 1Y | -20.1% | +5.7% | -25.7% | -21.4% |
| 3Y | +53.9% | +32.8% | +21.1% | +43.6% |
| 5Y | -22.2% | +46.0% | -68.2% | -29.2% |
| 10Y | +268.2% | +125.5% | +142.7% | +197.1% |
| All | +1,193.7% | +1,583.0% | -389.3% | +527.6% |
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 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