+293.7%
ROIV vs ULTA
+98.0%
+195.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.9% |
| 7D | +19.0% | -3.9% | +22.8% | +19.7% |
| 30D | +16.1% | -1.1% | +17.2% | +16.2% |
| 3M | +44.1% | +13.8% | +30.3% | +40.2% |
| 6M | +37.8% | -17.2% | +55.1% | +41.9% |
| YTD | +88.7% | -11.5% | +100.1% | +91.8% |
| 1Y | +197.3% | +3.9% | +193.4% | +192.3% |
| 3Y | +224.9% | +29.5% | +195.5% | +197.5% |
| 5Y | +311.0% | +42.9% | +268.1% | +272.8% |
| All | +293.7% | +98.0% | +195.7% | +261.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling