+241.0%
RVMD vs ULTA
+27.7%
+213.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.2% | +2.1% |
| 7D | +5.8% | +6.7% | -0.9% | +4.5% |
| 30D | -3.8% | +21.7% | -25.6% | -7.4% |
| 3M | +3.2% | +21.5% | -18.3% | -0.5% |
| 6M | +35.0% | +27.5% | +7.5% | +29.5% |
| YTD | +150.7% | +9.2% | +141.5% | +159.8% |
| 1Y | +241.0% | +27.9% | +213.1% | +258.2% |
| All | +241.0% | +27.7% | +213.3% | +258.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling