+41.8%
ULTA vs RACE
+87.3%
-45.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.0% |
| 7D | -1.8% | -2.6% | +0.8% | -0.9% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | +13.4% | +12.5% | +0.8% | +8.3% |
| 6M | -15.6% | +17.4% | -33.1% | -20.9% |
| YTD | -10.4% | +10.1% | -20.6% | -14.6% |
| 1Y | +5.5% | -15.1% | +20.6% | +10.3% |
| 3Y | +31.0% | +38.9% | -7.9% | +4.2% |
| 5Y | +41.8% | +90.7% | -48.8% | -4.5% |
| All | +41.8% | +87.3% | -45.4% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling