+935.6%
NOC vs ULTA
+1,560.4%
-624.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | -10.4% | -1.2% | -9.1% | -10.3% |
| 3M | -5.6% | +13.4% | -19.0% | -7.3% |
| 6M | -30.4% | -15.6% | -14.8% | -29.2% |
| YTD | -8.5% | -10.4% | +2.0% | -7.7% |
| 1Y | -8.3% | +5.5% | -13.8% | -9.7% |
| 3Y | +28.2% | +31.0% | -2.8% | +20.6% |
| 5Y | +56.7% | +41.8% | +14.9% | +43.4% |
| 10Y | +189.3% | +127.0% | +62.4% | +134.9% |
| All | +935.6% | +1,560.4% | -624.7% | +429.1% |
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