+884.0%
RSG vs ULTA
+1,541.3%
-657.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.8% | -3.9% | +2.1% | -1.2% |
| 30D | +2.8% | -1.1% | +3.8% | +2.9% |
| 3M | +4.3% | +13.8% | -9.5% | +2.1% |
| 6M | -0.5% | -17.2% | +16.7% | +1.7% |
| YTD | +5.2% | -11.5% | +16.7% | +6.4% |
| 1Y | -2.1% | +3.9% | -6.0% | -3.6% |
| 3Y | +56.5% | +29.5% | +27.0% | +46.2% |
| 5Y | +89.5% | +42.9% | +46.6% | +71.7% |
| 10Y | +424.8% | +124.4% | +300.4% | +319.4% |
| All | +884.0% | +1,541.3% | -657.3% | +375.0% |
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