+376.1%
ROIV vs ULTA
+64.2%
+311.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | +9.2% | +0.2% | +9.0% | +9.2% |
| 30D | +19.9% | +12.4% | +7.5% | +16.9% |
| 3M | +10.6% | +22.4% | -11.8% | +5.6% |
| 6M | +36.1% | +28.9% | +7.2% | +28.0% |
| YTD | +84.3% | +7.6% | +76.7% | +80.1% |
| 1Y | +87.6% | +21.6% | +66.0% | +77.5% |
| 3Y | +353.9% | +67.0% | +286.9% | +279.2% |
| 5Y | +376.1% | +64.2% | +311.9% | +292.2% |
| All | +376.1% | +64.2% | +311.9% | +292.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling