+34.2%
ULTA vs RBA
-6.6%
+40.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | +2.5% | +1.7% | +0.7% | +2.0% |
| 30D | +11.5% | +8.3% | +3.2% | +8.8% |
| 3M | +28.1% | +10.5% | +17.6% | +23.8% |
| 6M | +34.2% | -5.9% | +40.1% | +26.6% |
| All | +34.2% | -6.6% | +40.8% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling