+28.4%
NOC vs ULTA
+31.2%
-2.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.8% | -3.1% | +3.8% | +0.8% |
| 30D | -9.7% | +2.8% | -12.5% | -9.8% |
| 3M | -5.6% | +14.8% | -20.4% | -5.9% |
| 6M | -28.6% | -16.2% | -12.4% | -28.6% |
| YTD | -7.9% | -9.6% | +1.7% | -7.9% |
| 1Y | -9.5% | +4.8% | -14.3% | -9.6% |
| 3Y | +28.4% | +30.7% | -2.3% | +34.5% |
| All | +28.4% | +31.2% | -2.9% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling