+44.6%
ULTA vs RBA
+37.9%
+6.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -1.2% | -13.0% | +11.7% | +2.2% |
| 3M | +13.4% | -23.1% | +36.5% | +20.4% |
| 6M | -15.6% | -22.6% | +7.0% | -10.7% |
| YTD | -10.4% | -20.4% | +10.0% | -6.3% |
| 1Y | +5.5% | -29.6% | +35.0% | +13.8% |
| 3Y | +31.0% | +26.6% | +4.4% | +20.0% |
| All | +44.6% | +37.9% | +6.6% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling