+549.3%
ROP vs ULTA
+1,583.0%
-1,033.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -2.3% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | -1.6% | -2.8% | +1.2% | -1.2% |
| 3M | +18.8% | +18.7% | +0.2% | +14.4% |
| 6M | +8.2% | -15.0% | +23.2% | +11.1% |
| YTD | -10.5% | -9.2% | -1.3% | -9.5% |
| 1Y | -23.7% | +5.7% | -29.4% | -25.6% |
| 3Y | -17.9% | +32.8% | -50.6% | -25.5% |
| 5Y | -15.3% | +46.0% | -61.3% | -26.1% |
| 10Y | +133.4% | +125.5% | +7.9% | +72.2% |
| All | +549.3% | +1,583.0% | -1,033.7% | +127.7% |
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