+42.9%
ULTA vs RCAT
+177.7%
-134.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -3.9% | -5.4% | +1.5% | -3.7% |
| 30D | -1.1% | -24.2% | +23.1% | -0.3% |
| 3M | +13.8% | -25.8% | +39.6% | +14.5% |
| 6M | -17.2% | -44.9% | +27.7% | -16.5% |
| YTD | -11.5% | +1.9% | -13.4% | -12.6% |
| 1Y | +3.9% | -5.2% | +9.1% | +2.1% |
| 3Y | +29.5% | +759.6% | -730.1% | +18.3% |
| 5Y | +42.9% | +187.5% | -144.6% | +31.7% |
| All | +42.9% | +177.7% | -134.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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