+56.5%
RSG vs ULTA
+31.2%
+25.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | 0.0% | -3.1% | +3.1% | +0.2% |
| 30D | +4.0% | +2.8% | +1.2% | +3.7% |
| 3M | +7.4% | +14.8% | -7.4% | +6.4% |
| 6M | +0.1% | -16.2% | +16.3% | +1.0% |
| YTD | +6.0% | -9.6% | +15.6% | +6.4% |
| 1Y | -3.0% | +4.8% | -7.7% | -3.6% |
| 3Y | +56.5% | +30.7% | +25.8% | +50.7% |
| All | +56.5% | +31.2% | +25.3% | +50.7% |
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 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