+519.9%
RVMD vs ULTA
+31.2%
+488.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | -0.7% | +2.8% | -3.5% | -1.5% |
| 3M | +36.5% | +14.8% | +21.8% | +31.3% |
| 6M | +104.6% | -16.2% | +120.8% | +113.3% |
| YTD | +155.8% | -9.6% | +165.5% | +162.3% |
| 1Y | +340.7% | +4.8% | +335.9% | +332.7% |
| 3Y | +519.9% | +30.7% | +489.2% | +344.9% |
| All | +519.9% | +31.2% | +488.7% | +344.9% |
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