+1,762.4%
ULTA vs RVTY
+385.1%
+1,377.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -2.8% | +10.8% | -13.6% | -7.0% |
| 3M | +18.7% | +26.8% | -8.1% | +7.1% |
| 6M | -15.0% | +39.3% | -54.3% | -26.9% |
| YTD | -9.2% | +31.6% | -40.8% | -20.6% |
| 1Y | +5.7% | +47.7% | -42.0% | -12.7% |
| 3Y | +32.8% | +19.9% | +12.8% | +14.4% |
| 5Y | +46.0% | -32.3% | +78.3% | +57.2% |
| 10Y | +125.5% | +138.4% | -12.9% | +25.7% |
| All | +1,762.4% | +385.1% | +1,377.4% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling