+1,812.9%
ULTA vs RCAT
-99.8%
+1,912.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.3% |
| 7D | +9.0% | -1.4% | +10.4% | +9.0% |
| 30D | +4.6% | -3.3% | +7.9% | +4.6% |
| 3M | +22.0% | -43.2% | +65.2% | +22.0% |
| 6M | -14.7% | -43.2% | +28.5% | -14.7% |
| YTD | -6.8% | +5.5% | -12.3% | -6.8% |
| 1Y | +6.5% | -1.6% | +8.2% | +6.5% |
| 3Y | +35.6% | +773.7% | -738.1% | +35.8% |
| 5Y | +47.6% | +187.6% | -140.0% | +47.8% |
| 10Y | +128.9% | -98.5% | +227.3% | +138.7% |
| All | +1,812.9% | -99.8% | +1,912.8% | +1,952.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling