+124.8%
TROW vs ULTA
+132.3%
-7.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | -3.2% | -3.1% | -0.1% | -2.4% |
| 30D | -4.6% | +2.8% | -7.4% | -5.5% |
| 3M | -0.7% | +14.8% | -15.4% | -4.8% |
| 6M | +22.2% | -16.2% | +38.4% | +26.9% |
| YTD | +6.6% | -9.6% | +16.3% | +8.2% |
| 1Y | +5.8% | +4.8% | +1.1% | +2.5% |
| 3Y | +11.6% | +30.7% | -19.1% | -1.6% |
| 5Y | -38.9% | +45.9% | -84.8% | -48.4% |
| All | +124.8% | +132.3% | -7.5% | +63.3% |
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