+32.8%
ULTA vs RY
+159.6%
-126.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.3% |
| 7D | +0.7% | +2.7% | -2.1% | -0.7% |
| 30D | -2.8% | -1.0% | -1.8% | -2.5% |
| 3M | +18.7% | +7.6% | +11.0% | +13.3% |
| 6M | -15.0% | +29.5% | -44.5% | -26.9% |
| YTD | -9.2% | +24.2% | -33.4% | -20.3% |
| 1Y | +5.7% | +46.4% | -40.7% | -15.9% |
| 3Y | +32.8% | +159.4% | -126.7% | -21.0% |
| All | +32.8% | +159.6% | -126.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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