+66.7%
ULTA vs RL
+254.6%
-187.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.2% | +2.4% | -2.2% | -0.7% |
| 30D | +12.4% | +4.6% | +7.9% | +10.5% |
| 3M | +22.4% | -1.1% | +23.5% | +22.7% |
| 6M | +28.9% | +16.5% | +12.3% | +20.5% |
| YTD | +7.6% | +11.4% | -3.8% | +1.7% |
| 1Y | +21.6% | +16.1% | +5.5% | +13.1% |
| All | +66.7% | +254.6% | -187.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling