+175.9%
ULTA vs RACE
+741.5%
-565.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | -3.9% | +3.6% | +1.4% |
| 30D | +16.1% | +6.8% | +9.3% | +13.0% |
| 3M | +21.7% | +1.3% | +20.4% | +20.7% |
| 6M | +28.7% | +26.3% | +2.5% | +15.8% |
| YTD | +8.9% | +13.8% | -4.9% | +1.3% |
| 1Y | +26.1% | -0.5% | +26.5% | +24.2% |
| 3Y | +69.1% | +25.6% | +43.5% | +42.0% |
| 5Y | +66.6% | +67.6% | -1.0% | +17.7% |
| 10Y | +175.9% | +724.7% | -548.8% | +21.6% |
| All | +175.9% | +741.5% | -565.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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