+295.1%
RIO vs ULTA
+1,560.4%
-1,265.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +4.0% | -1.2% | +5.3% | +4.2% |
| 3M | +4.5% | +13.4% | -8.8% | +0.8% |
| 6M | +17.3% | -15.6% | +33.0% | +21.4% |
| YTD | +36.2% | -10.4% | +46.6% | +38.5% |
| 1Y | +76.1% | +5.5% | +70.7% | +70.9% |
| 3Y | +102.5% | +31.0% | +71.6% | +79.7% |
| 5Y | +103.5% | +41.8% | +61.7% | +71.8% |
| 10Y | +619.2% | +127.0% | +492.2% | +380.6% |
| All | +295.1% | +1,560.4% | -1,265.3% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling