+584.5%
RIO vs ULTA
+132.3%
+452.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | -3.2% | -3.1% | -0.1% | -2.6% |
| 30D | +0.9% | +2.8% | -1.9% | +0.2% |
| 3M | -1.4% | +14.8% | -16.2% | -4.5% |
| 6M | +10.9% | -16.2% | +27.2% | +14.3% |
| YTD | +31.2% | -9.6% | +40.8% | +32.8% |
| 1Y | +67.9% | +4.8% | +63.1% | +64.2% |
| 3Y | +88.8% | +30.7% | +58.1% | +71.3% |
| 5Y | +93.1% | +45.9% | +47.2% | +66.7% |
| All | +584.5% | +132.3% | +452.2% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling