+230.0%
TROW vs ULTA
+1,541.3%
-1,311.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | -3.0% | -3.9% | +0.9% | -1.8% |
| 30D | -5.5% | -1.1% | -4.4% | -5.3% |
| 3M | +2.3% | +13.8% | -11.5% | -2.3% |
| 6M | +23.9% | -17.2% | +41.2% | +29.6% |
| YTD | +7.9% | -11.5% | +19.4% | +10.3% |
| 1Y | +6.1% | +3.9% | +2.2% | +2.7% |
| 3Y | +13.8% | +29.5% | -15.7% | -0.4% |
| 5Y | -38.2% | +42.9% | -81.1% | -48.4% |
| 10Y | +131.3% | +124.4% | +6.9% | +50.4% |
| All | +230.0% | +1,541.3% | -1,311.3% | -32.3% |
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 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