+235.3%
ULTA vs RACE
+647.6%
-412.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.0% |
| 7D | +9.0% | -2.5% | +11.5% | +10.0% |
| 30D | +4.6% | +0.8% | +3.8% | +4.0% |
| 3M | +22.0% | +17.2% | +4.8% | +14.1% |
| 6M | -14.7% | +13.6% | -28.3% | -19.6% |
| YTD | -6.8% | +12.2% | -19.0% | -12.3% |
| 1Y | +6.5% | -16.3% | +22.8% | +11.8% |
| 3Y | +35.6% | +36.4% | -0.8% | +11.8% |
| 5Y | +47.6% | +95.0% | -47.3% | +2.0% |
| 10Y | +128.9% | +813.2% | -684.4% | +3.7% |
| All | +235.3% | +647.6% | -412.3% | +49.0% |
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