+791.7%
RIOT vs ULTA
+182.0%
+609.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.4% |
| 7D | -1.5% | -3.1% | +1.6% | 0.0% |
| 30D | +5.7% | +2.8% | +2.9% | +3.8% |
| 3M | -17.9% | +14.8% | -32.6% | -24.3% |
| 6M | +45.0% | -16.2% | +61.2% | +55.5% |
| YTD | +69.5% | -9.6% | +79.1% | +74.6% |
| 1Y | +37.2% | +4.8% | +32.4% | +29.8% |
| 3Y | +111.7% | +30.7% | +81.0% | +73.7% |
| 5Y | -27.5% | +45.9% | -73.4% | -42.4% |
| 10Y | +511.1% | +129.0% | +382.0% | +298.0% |
| All | +791.7% | +182.0% | +609.7% | +592.9% |
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