+129.7%
ROP vs ULTA
+132.3%
-2.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -4.6% | -3.1% | -1.5% | -4.0% |
| 30D | -1.7% | +2.8% | -4.5% | -2.4% |
| 3M | +17.1% | +14.8% | +2.3% | +13.4% |
| 6M | +10.9% | -16.2% | +27.1% | +14.2% |
| YTD | -12.1% | -9.6% | -2.5% | -11.1% |
| 1Y | -24.2% | +4.8% | -29.0% | -26.1% |
| 3Y | -20.4% | +30.7% | -51.1% | -28.1% |
| 5Y | -15.4% | +45.9% | -61.3% | -27.0% |
| All | +129.7% | +132.3% | -2.6% | +65.9% |
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