+848.6%
ROK vs ULTA
+1,560.4%
-711.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.7% |
| 30D | -1.8% | -1.2% | -0.6% | -1.7% |
| 3M | -7.2% | +13.4% | -20.6% | -10.9% |
| 6M | +14.2% | -15.6% | +29.8% | +18.4% |
| YTD | +10.6% | -10.4% | +21.0% | +12.7% |
| 1Y | +25.9% | +5.5% | +20.5% | +21.9% |
| 3Y | +50.8% | +31.0% | +19.8% | +33.7% |
| 5Y | +47.0% | +41.8% | +5.2% | +25.2% |
| 10Y | +354.9% | +127.0% | +227.9% | +212.5% |
| All | +848.6% | +1,560.4% | -711.8% | +167.6% |
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