+254.6%
ROIV vs ULTA
+31.2%
+223.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +16.9% | -3.1% | +19.9% | +17.3% |
| 30D | +12.9% | +2.8% | +10.1% | +12.3% |
| 3M | +37.3% | +14.8% | +22.5% | +34.1% |
| 6M | +38.0% | -16.2% | +54.2% | +41.0% |
| YTD | +88.1% | -9.6% | +97.7% | +90.3% |
| 1Y | +183.3% | +4.8% | +178.5% | +179.8% |
| 3Y | +254.6% | +30.7% | +224.0% | +169.4% |
| All | +254.6% | +31.2% | +223.4% | +169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling