+299.4%
NEM vs ULTA
+1,575.4%
-1,276.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -1.0% | -3.1% | +2.1% | -0.8% |
| 30D | +7.8% | +2.8% | +5.0% | +7.6% |
| 3M | +30.2% | +14.8% | +15.4% | +28.8% |
| 6M | +9.6% | -16.2% | +25.8% | +10.8% |
| YTD | +27.8% | -9.6% | +37.4% | +28.5% |
| 1Y | +60.7% | +4.8% | +55.9% | +59.7% |
| 3Y | +245.3% | +30.7% | +214.6% | +234.8% |
| 5Y | +155.3% | +45.9% | +109.5% | +143.9% |
| 10Y | +313.2% | +129.0% | +184.1% | +267.9% |
| All | +299.4% | +1,575.4% | -1,276.0% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling