+1,812.9%
ULTA vs RBA
+406.6%
+1,406.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +9.0% | -2.9% | +11.9% | +10.0% |
| 30D | +4.6% | -12.3% | +16.9% | +8.9% |
| 3M | +22.0% | -20.5% | +42.5% | +30.3% |
| 6M | -14.7% | -18.5% | +3.8% | -9.8% |
| YTD | -6.8% | -18.2% | +11.5% | -2.0% |
| 1Y | +6.5% | -27.5% | +34.0% | +16.2% |
| 3Y | +35.6% | +38.1% | -2.5% | +17.6% |
| 5Y | +47.6% | +44.8% | +2.8% | +22.1% |
| 10Y | +128.9% | +187.1% | -58.2% | +41.9% |
| All | +1,812.9% | +406.6% | +1,406.4% | +641.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling