+2,107.4%
ULTA vs RY
+646.4%
+1,461.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | +12.4% | +4.7% | +7.7% | +9.2% |
| 3M | +22.4% | -4.5% | +26.9% | +25.8% |
| 6M | +28.9% | +12.5% | +16.3% | +18.7% |
| YTD | +7.6% | +21.1% | -13.6% | -5.6% |
| 1Y | +21.6% | +38.6% | -17.1% | -2.3% |
| 3Y | +67.0% | +160.2% | -93.1% | -11.3% |
| 5Y | +64.2% | +124.7% | -60.5% | -5.4% |
| 10Y | +172.5% | +352.3% | -179.8% | +2.2% |
| All | +2,107.4% | +646.4% | +1,461.0% | +505.4% |
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