+30.7%
ULTA vs RRX
+5.4%
+25.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.2% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | +2.8% | -6.1% | +8.9% | +4.2% |
| 3M | +14.8% | -23.1% | +37.8% | +20.4% |
| 6M | -16.2% | -19.5% | +3.3% | -13.9% |
| YTD | -9.6% | +16.1% | -25.7% | -16.7% |
| 1Y | +4.8% | +12.9% | -8.2% | -3.2% |
| 3Y | +30.7% | +7.9% | +22.8% | +19.6% |
| All | +30.7% | +5.4% | +25.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling