+127.0%
ULTA vs RACE
+783.2%
-656.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.0% |
| 7D | -1.8% | -2.6% | +0.8% | -0.7% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | +13.4% | +12.5% | +0.8% | +7.4% |
| 6M | -15.6% | +17.4% | -33.1% | -21.9% |
| YTD | -10.4% | +10.1% | -20.6% | -15.5% |
| 1Y | +5.5% | -15.1% | +20.6% | +10.3% |
| 3Y | +31.0% | +38.9% | -7.9% | +4.6% |
| 5Y | +41.8% | +90.7% | -48.8% | -5.4% |
| 10Y | +127.0% | +801.8% | -674.9% | +4.6% |
| All | +127.0% | +783.2% | -656.2% | +4.6% |
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