+2,140.3%
ULTA vs RY
+645.2%
+1,495.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | +11.5% | +5.0% | +6.5% | +8.1% |
| 3M | +28.1% | -5.3% | +33.5% | +32.5% |
| 6M | +34.2% | +13.8% | +20.4% | +22.8% |
| YTD | +9.2% | +21.0% | -11.8% | -4.1% |
| 1Y | +23.7% | +40.5% | -16.7% | -1.4% |
| 3Y | +69.2% | +159.7% | -90.5% | -10.0% |
| 5Y | +66.6% | +124.3% | -57.7% | -3.9% |
| 10Y | +176.6% | +351.6% | -175.0% | +3.8% |
| All | +2,140.3% | +645.2% | +1,495.1% | +515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling