+46.9%
ULTA vs RNG
-68.4%
+115.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.1% | -6.1% | +3.0% | -2.3% |
| 30D | +2.8% | +9.6% | -6.8% | +1.5% |
| 3M | +14.8% | +83.3% | -68.6% | +5.2% |
| 6M | -16.2% | +77.9% | -94.2% | -23.5% |
| YTD | -9.6% | +139.9% | -149.5% | -22.1% |
| 1Y | +4.8% | +121.7% | -116.9% | -8.8% |
| 3Y | +30.7% | +121.9% | -91.2% | +10.8% |
| All | +46.9% | -68.4% | +115.2% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling