+25.0%
ROK vs ULTA
+27.7%
-2.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.6% | -1.0% |
| 7D | 0.0% | +6.7% | -6.7% | -0.7% |
| 30D | -2.5% | +21.7% | -24.2% | -4.8% |
| 3M | 0.0% | +21.5% | -21.5% | -2.3% |
| 6M | +11.6% | +27.5% | -16.0% | +7.9% |
| YTD | +15.2% | +9.2% | +6.0% | +14.6% |
| 1Y | +25.0% | +27.9% | -2.9% | +23.7% |
| All | +25.0% | +27.7% | -2.7% | +23.7% |
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