+4,149.5%
ROST vs ULTA
+1,583.0%
+2,566.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | +0.2% | +0.7% | -0.4% | 0.0% |
| 30D | -10.0% | -2.8% | -7.2% | -9.3% |
| 3M | +1.2% | +18.7% | -17.5% | -4.3% |
| 6M | +8.9% | -15.0% | +24.0% | +13.4% |
| YTD | +28.1% | -9.2% | +37.3% | +30.3% |
| 1Y | +53.0% | +5.7% | +47.3% | +47.9% |
| 3Y | +97.9% | +32.8% | +65.1% | +73.2% |
| 5Y | +112.0% | +46.0% | +66.0% | +78.6% |
| 10Y | +303.0% | +125.5% | +177.5% | +185.8% |
| All | +4,149.5% | +1,583.0% | +2,566.6% | +1,369.3% |
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