+1,762.4%
ULTA vs RRC
+8.2%
+1,754.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | -2.8% | +9.4% | -12.2% | -4.2% |
| 3M | +18.7% | +7.4% | +11.3% | +17.1% |
| 6M | -15.0% | +1.5% | -16.5% | -15.7% |
| YTD | -9.2% | +19.4% | -28.6% | -12.5% |
| 1Y | +5.7% | +24.2% | -18.6% | +1.0% |
| 3Y | +32.8% | +32.8% | 0.0% | +23.2% |
| 5Y | +46.0% | +152.9% | -107.0% | +15.8% |
| 10Y | +125.5% | +3.9% | +121.6% | +79.0% |
| All | +1,762.4% | +8.2% | +1,754.2% | +1,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling