+100.7%
ROST vs ULTA
+31.2%
+69.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +1.8% |
| 7D | +0.2% | -3.1% | +3.3% | +1.0% |
| 30D | -6.9% | +2.8% | -9.7% | -7.6% |
| 3M | -3.3% | +14.8% | -18.1% | -7.0% |
| 6M | +9.0% | -16.2% | +25.3% | +13.2% |
| YTD | +28.9% | -9.6% | +38.5% | +30.8% |
| 1Y | +54.0% | +4.8% | +49.2% | +49.3% |
| 3Y | +100.7% | +30.7% | +70.0% | +72.8% |
| All | +100.7% | +31.2% | +69.5% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling