+31.3%
ULTA vs RL
+209.2%
-178.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | +0.7% | +1.9% | -1.2% | 0.0% |
| 30D | -2.8% | -12.2% | +9.4% | +1.9% |
| 3M | +18.7% | -6.6% | +25.3% | +21.2% |
| 6M | -15.0% | +3.2% | -18.2% | -17.0% |
| YTD | -9.2% | -1.3% | -7.9% | -10.1% |
| 1Y | +5.7% | +13.6% | -7.9% | -1.1% |
| All | +31.3% | +209.2% | -178.0% | -17.2% |
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