+349.7%
ULTA vs RNG
+302.4%
+47.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -3.9% | -9.6% | +5.7% | -2.6% |
| 30D | -1.1% | +8.8% | -9.9% | -2.2% |
| 3M | +13.8% | +78.6% | -64.8% | +4.7% |
| 6M | -17.2% | +70.3% | -87.5% | -23.9% |
| YTD | -11.5% | +140.3% | -151.8% | -23.3% |
| 1Y | +3.9% | +126.6% | -122.7% | -9.5% |
| 3Y | +29.5% | +120.2% | -90.7% | +10.7% |
| 5Y | +42.9% | -68.3% | +111.2% | +48.3% |
| 10Y | +124.4% | +220.6% | -96.2% | +54.2% |
| All | +349.7% | +302.4% | +47.3% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling