+4.8%
ULTA vs RNG
+128.1%
-123.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.1% | -6.1% | +3.0% | -2.8% |
| 30D | +2.8% | +9.6% | -6.8% | +2.4% |
| 3M | +14.8% | +83.3% | -68.6% | +11.9% |
| 6M | -16.2% | +77.9% | -94.2% | -18.5% |
| YTD | -9.6% | +139.9% | -149.5% | -13.2% |
| 1Y | +4.8% | +121.7% | -116.9% | +2.3% |
| All | +4.8% | +128.1% | -123.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling