+47.5%
ROK vs ULTA
+44.7%
+2.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | -1.2% | -3.1% | +1.8% | -0.4% |
| 30D | -4.8% | +2.8% | -7.6% | -5.8% |
| 3M | -6.1% | +14.8% | -20.9% | -10.5% |
| 6M | +15.5% | -16.2% | +31.7% | +20.5% |
| YTD | +11.2% | -9.6% | +20.8% | +13.2% |
| 1Y | +23.8% | +4.8% | +19.1% | +19.7% |
| 3Y | +53.1% | +30.7% | +22.4% | +31.9% |
| All | +47.5% | +44.7% | +2.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling