+46.9%
ULTA vs RJF
+104.0%
-57.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.1% |
| 30D | +2.8% | -4.3% | +7.1% | +4.4% |
| 3M | +14.8% | +15.7% | -1.0% | +8.0% |
| 6M | -16.2% | +17.8% | -34.0% | -21.9% |
| YTD | -9.6% | +9.2% | -18.8% | -13.5% |
| 1Y | +4.8% | +2.8% | +2.0% | +2.5% |
| 3Y | +30.7% | +69.5% | -38.8% | +0.1% |
| All | +46.9% | +104.0% | -57.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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