+4.8%
ULTA vs RRC
+20.8%
-16.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.0% |
| 7D | -3.1% | -1.8% | -1.3% | -3.1% |
| 30D | +2.8% | +2.7% | +0.1% | +2.9% |
| 3M | +14.8% | +8.8% | +5.9% | +15.3% |
| 6M | -16.2% | -1.2% | -15.0% | -16.5% |
| YTD | -9.6% | +17.6% | -27.2% | -11.2% |
| 1Y | +4.8% | +18.4% | -13.7% | +2.2% |
| All | +4.8% | +20.8% | -16.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling