+1,812.9%
ULTA vs RL
+582.7%
+1,230.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +0.3% |
| 7D | +9.0% | -0.8% | +9.8% | +9.3% |
| 30D | +4.6% | -7.8% | +12.3% | +8.4% |
| 3M | +22.0% | -4.0% | +26.0% | +23.6% |
| 6M | -14.7% | -1.9% | -12.8% | -15.4% |
| YTD | -6.8% | -0.2% | -6.6% | -8.6% |
| 1Y | +6.5% | +10.7% | -4.1% | -0.9% |
| 3Y | +35.6% | +210.8% | -175.2% | -26.8% |
| 5Y | +47.6% | +238.2% | -190.6% | -26.9% |
| 10Y | +128.9% | +313.4% | -184.5% | -10.7% |
| All | +1,812.9% | +582.7% | +1,230.2% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling