+2.6%
NOW vs ULTA
+44.9%
-42.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -4.1% |
| 7D | -6.1% | +0.7% | -6.7% | -6.3% |
| 30D | +7.5% | -2.8% | +10.3% | +8.3% |
| 3M | +17.5% | +18.7% | -1.1% | +10.2% |
| 6M | +7.9% | -15.0% | +23.0% | +13.1% |
| YTD | -12.4% | -9.2% | -3.2% | -11.0% |
| 1Y | -28.6% | +5.7% | -34.2% | -32.0% |
| 3Y | +11.8% | +32.8% | -20.9% | -9.3% |
| 5Y | +2.6% | +46.0% | -43.3% | -26.7% |
| All | +2.6% | +44.9% | -42.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling