-48.8%
NOK vs ULTA
+1,575.4%
-1,624.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.4% |
| 7D | +11.0% | -3.1% | +14.0% | +11.6% |
| 30D | +7.8% | +2.8% | +5.0% | +7.1% |
| 3M | -21.0% | +14.8% | -35.8% | -23.5% |
| 6M | +40.9% | -16.2% | +57.1% | +44.4% |
| YTD | +72.0% | -9.6% | +81.6% | +73.6% |
| 1Y | +140.9% | +4.8% | +136.1% | +135.2% |
| 3Y | +194.3% | +30.7% | +163.6% | +167.9% |
| 5Y | +112.5% | +45.9% | +66.7% | +86.9% |
| 10Y | +137.7% | +129.0% | +8.7% | +78.0% |
| All | -48.8% | +1,575.4% | -1,624.2% | -80.0% |
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