+46.9%
ULTA vs RVTY
-33.1%
+80.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.3% |
| 7D | -3.1% | -4.5% | +1.5% | -1.8% |
| 30D | +2.8% | +5.5% | -2.7% | +1.1% |
| 3M | +14.8% | +22.5% | -7.8% | +8.0% |
| 6M | -16.2% | +38.9% | -55.1% | -24.4% |
| YTD | -9.6% | +28.7% | -38.4% | -17.0% |
| 1Y | +4.8% | +45.5% | -40.7% | -7.8% |
| 3Y | +30.7% | +16.4% | +14.3% | +20.1% |
| All | +46.9% | -33.1% | +80.0% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling