+555.3%
RTX vs ULTA
+1,628.6%
-1,073.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | -5.2% | +9.0% | -14.2% | -7.1% |
| 30D | -9.4% | +4.6% | -13.9% | -10.5% |
| 3M | +12.3% | +22.0% | -9.7% | +6.8% |
| 6M | -3.1% | -14.7% | +11.6% | -0.5% |
| YTD | +10.7% | -6.8% | +17.4% | +11.1% |
| 1Y | +28.4% | +6.5% | +21.9% | +24.4% |
| 3Y | +147.1% | +35.6% | +111.5% | +118.8% |
| 5Y | +167.2% | +47.6% | +119.6% | +126.7% |
| 10Y | +274.7% | +128.9% | +145.8% | +170.9% |
| All | +555.3% | +1,628.6% | -1,073.3% | +141.7% |
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