+121.0%
ULTA vs RBA
+195.3%
-74.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.8% |
| 7D | -3.9% | -3.3% | -0.6% | -2.8% |
| 30D | -1.1% | -9.8% | +8.7% | +2.2% |
| 3M | +13.8% | -23.5% | +37.2% | +23.2% |
| 6M | -17.2% | -21.5% | +4.3% | -11.3% |
| YTD | -11.5% | -21.2% | +9.7% | -5.8% |
| 1Y | +3.9% | -30.2% | +34.1% | +15.0% |
| 3Y | +29.5% | +25.3% | +4.1% | +15.0% |
| 5Y | +42.9% | +35.1% | +7.8% | +19.2% |
| All | +121.0% | +195.3% | -74.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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