+206.6%
ROL vs ULTA
+132.3%
+74.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -3.2% | -3.1% | -0.1% | -2.7% |
| 30D | -4.9% | +2.8% | -7.7% | -5.3% |
| 3M | -25.8% | +14.8% | -40.6% | -27.3% |
| 6M | -37.6% | -16.2% | -21.3% | -36.3% |
| YTD | -41.5% | -9.6% | -31.9% | -40.9% |
| 1Y | -39.5% | +4.8% | -44.2% | -40.2% |
| 3Y | +0.1% | +30.7% | -30.6% | -5.7% |
| 5Y | -4.6% | +45.9% | -50.5% | -12.5% |
| All | +206.6% | +132.3% | +74.3% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling