+1,022.8%
NBIS vs ULTA
+48.4%
+974.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.1% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | -13.4% | +2.8% | -16.2% | -14.1% |
| 3M | +1.0% | +14.8% | -13.7% | -3.7% |
| 6M | +100.5% | -16.2% | +116.7% | +114.2% |
| YTD | +168.3% | -9.6% | +177.9% | +176.4% |
| 1Y | +151.8% | +4.8% | +147.0% | +138.7% |
| All | +1,022.8% | +48.4% | +974.3% | +746.7% |
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