+125.6%
ULTA vs RVTY
+145.6%
-20.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.1% |
| 7D | -3.1% | -4.5% | +1.5% | -1.5% |
| 30D | +2.8% | +5.5% | -2.7% | +0.7% |
| 3M | +14.8% | +22.5% | -7.8% | +6.4% |
| 6M | -16.2% | +38.9% | -55.1% | -26.3% |
| YTD | -9.6% | +28.7% | -38.4% | -18.8% |
| 1Y | +4.8% | +45.5% | -40.7% | -10.6% |
| 3Y | +30.7% | +16.4% | +14.3% | +16.7% |
| 5Y | +45.9% | -32.7% | +78.6% | +59.7% |
| All | +125.6% | +145.6% | -20.1% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling