+1,762.4%
ULTA vs RGEN
+3,865.4%
-2,103.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +0.7% | -0.9% | +1.5% | +0.8% |
| 30D | -2.8% | +2.8% | -5.6% | -3.5% |
| 3M | +18.7% | +34.5% | -15.8% | +11.6% |
| 6M | -15.0% | +40.5% | -55.5% | -21.2% |
| YTD | -9.2% | +2.8% | -12.1% | -10.8% |
| 1Y | +5.7% | +39.6% | -34.0% | -2.6% |
| 3Y | +32.8% | +4.4% | +28.4% | +24.3% |
| 5Y | +46.0% | -42.8% | +88.7% | +46.5% |
| 10Y | +125.5% | +406.7% | -281.2% | +33.6% |
| All | +1,762.4% | +3,865.4% | -2,103.0% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling