+46.9%
ULTA vs RGEN
-44.2%
+91.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -3.1% | -1.4% | -1.6% | -2.8% |
| 30D | +2.8% | -0.3% | +3.1% | +2.7% |
| 3M | +14.8% | +23.9% | -9.1% | +9.7% |
| 6M | -16.2% | +38.5% | -54.8% | -22.0% |
| YTD | -9.6% | +0.8% | -10.4% | -10.8% |
| 1Y | +4.8% | +38.2% | -33.4% | -3.2% |
| 3Y | +30.7% | +1.3% | +29.4% | +23.5% |
| All | +46.9% | -44.2% | +91.0% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling