+23.8%
ROK vs ULTA
+5.8%
+18.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | -1.2% | -3.1% | +1.8% | -0.8% |
| 30D | -4.8% | +2.8% | -7.6% | -5.1% |
| 3M | -6.1% | +14.8% | -20.9% | -8.5% |
| 6M | +15.5% | -16.2% | +31.7% | +17.9% |
| YTD | +11.2% | -9.6% | +20.8% | +12.9% |
| 1Y | +23.8% | +4.8% | +19.1% | +23.8% |
| All | +23.8% | +5.8% | +18.1% | +23.8% |
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