-39.0%
TROW vs ULTA
+44.7%
-83.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.8% |
| 7D | -3.2% | -3.1% | -0.1% | -2.3% |
| 30D | -4.6% | +2.8% | -7.4% | -5.6% |
| 3M | -0.7% | +14.8% | -15.4% | -5.3% |
| 6M | +22.2% | -16.2% | +38.4% | +27.9% |
| YTD | +6.6% | -9.6% | +16.3% | +8.4% |
| 1Y | +5.8% | +4.8% | +1.1% | +1.7% |
| 3Y | +11.6% | +30.7% | -19.1% | -6.1% |
| All | -39.0% | +44.7% | -83.6% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling