+72.7%
NEM vs ULTA
+6.6%
+66.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +0.3% | +9.0% | -8.7% | -1.1% |
| 30D | +23.1% | +4.6% | +18.5% | +22.3% |
| 3M | +18.5% | +22.0% | -3.5% | +14.9% |
| 6M | +7.8% | -14.7% | +22.5% | +11.3% |
| YTD | +29.1% | -6.8% | +35.9% | +32.6% |
| 1Y | +72.7% | +6.5% | +66.1% | +78.4% |
| All | +72.7% | +6.6% | +66.0% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling