-7.5%
NOC vs ULTA
+27.7%
-35.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -4.7% |
| 7D | -5.0% | +6.7% | -11.7% | -5.2% |
| 30D | +10.3% | +21.7% | -11.4% | +9.4% |
| 3M | -4.3% | +21.5% | -25.8% | -5.3% |
| 6M | -6.5% | +27.5% | -34.1% | -7.4% |
| YTD | -6.7% | +9.2% | -15.9% | -7.9% |
| 1Y | -7.5% | +27.9% | -35.4% | -6.5% |
| All | -7.5% | +27.7% | -35.2% | -6.5% |
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 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