-20.3%
RIOT vs ULTA
+27.7%
-47.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.6% | +8.9% |
| 7D | +6.4% | +6.7% | -0.3% | +5.2% |
| 30D | -20.4% | +21.7% | -42.2% | -23.3% |
| 3M | -28.7% | +21.5% | -50.2% | -31.1% |
| 6M | -17.7% | +27.5% | -45.3% | -20.7% |
| YTD | +21.3% | +9.2% | +12.1% | +22.1% |
| 1Y | -20.3% | +27.9% | -48.1% | -20.1% |
| All | -20.3% | +27.7% | -47.9% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling