+3.9%
ULTA vs RBA
-30.1%
+34.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | -3.9% | -3.3% | -0.6% | -3.2% |
| 30D | -1.1% | -9.8% | +8.7% | +0.8% |
| 3M | +13.8% | -23.5% | +37.2% | +18.6% |
| 6M | -17.2% | -21.5% | +4.3% | -14.1% |
| YTD | -11.5% | -21.2% | +9.7% | -9.4% |
| 1Y | +3.9% | -30.2% | +34.1% | +3.8% |
| All | +3.9% | -30.1% | +34.0% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling