+46.9%
ULTA vs RUN
-81.0%
+127.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.8% |
| 30D | +2.8% | -13.0% | +15.8% | +3.9% |
| 3M | +14.8% | -31.8% | +46.6% | +18.1% |
| 6M | -16.2% | -32.2% | +16.0% | -14.2% |
| YTD | -9.6% | -53.5% | +43.9% | -5.5% |
| 1Y | +4.8% | -46.5% | +51.3% | +7.2% |
| 3Y | +30.7% | -37.6% | +68.3% | +16.5% |
| All | +46.9% | -81.0% | +127.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling