+52.3%
ROST vs ULTA
+6.6%
+45.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +0.9% | +9.0% | -8.1% | -1.0% |
| 30D | -8.9% | +4.6% | -13.5% | -9.9% |
| 3M | -0.8% | +22.0% | -22.8% | -5.1% |
| 6M | +8.5% | -14.7% | +23.2% | +10.4% |
| YTD | +28.6% | -6.8% | +35.3% | +28.2% |
| 1Y | +52.3% | +6.5% | +45.8% | +44.1% |
| All | +52.3% | +6.6% | +45.7% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling