-15.4%
ROP vs ULTA
+39.1%
-54.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -8.0% | -3.9% | -4.1% | -7.3% |
| 30D | -2.7% | -1.1% | -1.7% | -2.6% |
| 3M | +16.6% | +13.8% | +2.8% | +13.5% |
| 6M | +10.4% | -17.2% | +27.6% | +13.6% |
| YTD | -12.1% | -11.5% | -0.6% | -10.9% |
| 1Y | -23.6% | +3.9% | -27.5% | -25.3% |
| 3Y | -19.3% | +29.5% | -48.8% | -27.2% |
| 5Y | -15.4% | +42.9% | -58.3% | -28.6% |
| All | -15.4% | +39.1% | -54.5% | -28.6% |
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 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