+25.1%
NLY vs ULTA
+44.7%
-19.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -0.9% |
| 7D | -4.0% | -3.1% | -0.9% | -3.4% |
| 30D | -5.2% | +2.8% | -8.0% | -5.9% |
| 3M | +2.8% | +14.8% | -11.9% | -0.5% |
| 6M | +4.2% | -16.2% | +20.4% | +7.4% |
| YTD | +4.7% | -9.6% | +14.3% | +5.9% |
| 1Y | +12.7% | +4.8% | +8.0% | +10.0% |
| 3Y | +62.5% | +30.7% | +31.9% | +45.3% |
| All | +25.1% | +44.7% | -19.5% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling