+1,737.4%
ULTA vs RJF
+894.1%
+843.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -1.2% | -2.0% | +0.8% | -0.5% |
| 3M | +13.4% | +16.3% | -3.0% | +5.7% |
| 6M | -15.6% | +16.9% | -32.5% | -21.8% |
| YTD | -10.4% | +10.4% | -20.9% | -15.3% |
| 1Y | +5.5% | +7.4% | -2.0% | +0.7% |
| 3Y | +31.0% | +72.2% | -41.2% | -0.7% |
| 5Y | +41.8% | +105.1% | -63.3% | -2.5% |
| 10Y | +127.0% | +430.9% | -304.0% | -0.5% |
| All | +1,737.4% | +894.1% | +843.3% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling