+235.9%
ROIV vs ULTA
+108.5%
+127.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.3% |
| 7D | +0.6% | +9.0% | -8.4% | -1.0% |
| 30D | +1.0% | +4.6% | -3.6% | +0.1% |
| 3M | +18.3% | +22.0% | -3.7% | +13.8% |
| 6M | +18.3% | -14.7% | +33.0% | +21.2% |
| YTD | +61.0% | -6.8% | +67.7% | +62.2% |
| 1Y | +177.9% | +6.5% | +171.3% | +172.2% |
| 3Y | +199.1% | +35.6% | +163.5% | +171.8% |
| 5Y | +250.7% | +47.6% | +203.1% | +215.4% |
| All | +235.9% | +108.5% | +127.4% | +205.6% |
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