+203.4%
RSP vs ULTA
+127.6%
+75.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -3.1% | -3.9% | +0.7% | -2.2% |
| 30D | -3.4% | -1.1% | -2.4% | -3.3% |
| 3M | +3.6% | +13.8% | -10.2% | -0.2% |
| 6M | +9.0% | -17.2% | +26.2% | +13.3% |
| YTD | +12.2% | -11.5% | +23.7% | +14.4% |
| 1Y | +15.6% | +3.9% | +11.7% | +12.5% |
| 3Y | +51.6% | +29.5% | +22.2% | +34.6% |
| 5Y | +50.4% | +42.9% | +7.5% | +27.0% |
| All | +203.4% | +127.6% | +75.9% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling