+125.6%
ULTA vs RRC
+4.9%
+120.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | -3.1% | -1.8% | -1.3% | -2.8% |
| 30D | +2.8% | +2.7% | +0.1% | +2.4% |
| 3M | +14.8% | +8.8% | +5.9% | +13.3% |
| 6M | -16.2% | -1.2% | -15.0% | -16.4% |
| YTD | -9.6% | +17.6% | -27.2% | -12.3% |
| 1Y | +4.8% | +18.4% | -13.7% | +1.4% |
| 3Y | +30.7% | +33.1% | -2.4% | +22.5% |
| 5Y | +45.9% | +148.2% | -102.3% | +19.6% |
| All | +125.6% | +4.9% | +120.7% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling