+548.1%
RTX vs ULTA
+1,924.4%
-1,376.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +4.8% | +2.5% | +2.3% | +4.2% |
| 30D | +6.5% | +11.5% | -5.0% | +3.8% |
| 3M | -9.6% | +28.1% | -37.8% | -14.9% |
| 6M | +12.3% | +34.2% | -21.9% | +4.2% |
| YTD | +9.5% | +9.2% | +0.3% | +5.8% |
| 1Y | +15.8% | +23.7% | -7.9% | +8.4% |
| 3Y | +157.0% | +69.2% | +87.8% | +115.8% |
| 5Y | +148.8% | +66.6% | +82.2% | +105.6% |
| 10Y | +264.0% | +176.6% | +87.5% | +152.2% |
| All | +548.1% | +1,924.4% | -1,376.3% | +130.1% |
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