+194.3%
NOK vs ULTA
+31.2%
+163.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.6% |
| 7D | +11.0% | -3.1% | +14.0% | +11.2% |
| 30D | +7.8% | +2.8% | +5.0% | +7.6% |
| 3M | -21.0% | +14.8% | -35.8% | -22.1% |
| 6M | +40.9% | -16.2% | +57.1% | +43.5% |
| YTD | +72.0% | -9.6% | +81.6% | +73.6% |
| 1Y | +140.9% | +4.8% | +136.1% | +138.3% |
| 3Y | +194.3% | +30.7% | +163.6% | +152.3% |
| All | +194.3% | +31.2% | +163.0% | +152.3% |
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