+1,101.1%
ROL vs ULTA
+1,628.6%
-527.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -1.4% | +9.0% | -10.4% | -3.0% |
| 30D | -4.1% | +4.6% | -8.7% | -4.9% |
| 3M | -22.5% | +22.0% | -44.5% | -25.3% |
| 6M | -37.7% | -14.7% | -23.0% | -36.2% |
| YTD | -39.6% | -6.8% | -32.8% | -39.2% |
| 1Y | -36.0% | +6.5% | -42.6% | -37.3% |
| 3Y | -5.1% | +35.6% | -40.7% | -12.9% |
| 5Y | -3.4% | +47.6% | -51.0% | -14.0% |
| 10Y | +215.2% | +128.9% | +86.4% | +139.2% |
| All | +1,101.1% | +1,628.6% | -527.4% | +348.3% |
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