+989.6%
NI vs ULTA
+1,560.4%
-570.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.3% | -1.8% | +3.1% | +1.5% |
| 30D | -0.3% | -1.2% | +1.0% | -0.2% |
| 3M | -9.5% | +13.4% | -22.8% | -11.1% |
| 6M | -10.2% | -15.6% | +5.4% | -8.7% |
| YTD | +1.8% | -10.4% | +12.2% | +2.6% |
| 1Y | +5.7% | +5.5% | +0.2% | +4.0% |
| 3Y | +69.6% | +31.0% | +38.6% | +59.3% |
| 5Y | +95.8% | +41.8% | +54.0% | +79.1% |
| 10Y | +145.1% | +127.0% | +18.1% | +100.1% |
| All | +989.6% | +1,560.4% | -570.7% | +471.2% |
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