+6.5%
ULTA vs RVTY
+57.1%
-50.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +9.0% | +1.1% | +7.9% | +8.8% |
| 30D | +4.6% | +13.2% | -8.6% | +2.0% |
| 3M | +22.0% | +27.2% | -5.3% | +15.9% |
| 6M | -14.7% | +32.4% | -47.1% | -20.1% |
| YTD | -6.8% | +34.9% | -41.6% | -12.8% |
| 1Y | +6.5% | +52.4% | -45.8% | -3.8% |
| All | +6.5% | +57.1% | -50.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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