+287.0%
ULTA vs RACE
+639.5%
-352.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.3% |
| 7D | +0.2% | -4.0% | +4.2% | +1.8% |
| 30D | +12.4% | +3.5% | +8.9% | +10.9% |
| 3M | +22.4% | -0.4% | +22.8% | +22.2% |
| 6M | +28.9% | +23.2% | +5.7% | +18.0% |
| YTD | +7.6% | +11.0% | -3.4% | +1.6% |
| 1Y | +21.6% | -2.2% | +23.8% | +20.7% |
| 3Y | +67.0% | +22.5% | +44.5% | +44.5% |
| 5Y | +64.2% | +63.2% | +1.0% | +22.2% |
| 10Y | +172.5% | +704.3% | -531.8% | +27.3% |
| All | +287.0% | +639.5% | -352.5% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling