+6.5%
ULTA vs RGEN
+45.2%
-38.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +9.0% | -4.9% | +13.9% | +10.0% |
| 30D | +4.6% | +5.7% | -1.1% | +3.3% |
| 3M | +22.0% | +32.4% | -10.5% | +15.1% |
| 6M | -14.7% | +33.2% | -47.9% | -20.1% |
| YTD | -6.8% | +2.3% | -9.0% | -9.9% |
| 1Y | +6.5% | +39.0% | -32.5% | +0.7% |
| All | +6.5% | +45.2% | -38.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling