-0.6%
NLY vs ULTA
+25.8%
-26.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +2.1% | +0.2% | +1.8% | +2.0% |
| 30D | +2.3% | +18.7% | -16.4% | -0.1% |
| 3M | -13.7% | +20.5% | -34.1% | -15.9% |
| 6M | -9.6% | +22.0% | -31.6% | -12.4% |
| YTD | -6.5% | +7.4% | -13.9% | -8.8% |
| 1Y | -0.6% | +24.5% | -25.1% | -5.0% |
| All | -0.6% | +25.8% | -26.4% | -5.0% |
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