+509.7%
RSP vs ULTA
+1,924.4%
-1,414.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | +4.3% | +11.5% | -7.2% | +1.7% |
| 3M | -0.3% | +28.1% | -28.5% | -6.1% |
| 6M | +9.8% | +34.2% | -24.4% | +2.1% |
| YTD | +16.8% | +9.2% | +7.6% | +13.2% |
| 1Y | +19.5% | +23.7% | -4.2% | +12.1% |
| 3Y | +65.1% | +69.2% | -4.0% | +40.3% |
| 5Y | +48.7% | +66.6% | -17.9% | +25.0% |
| 10Y | +213.6% | +176.6% | +37.0% | +118.7% |
| All | +509.7% | +1,924.4% | -1,414.7% | +99.7% |
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 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