-49.7%
NRG vs ULTA
+27.7%
-77.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.1% | -17.6% | -13.5% |
| 7D | -13.7% | +6.7% | -20.4% | -13.7% |
| 30D | -13.6% | +21.7% | -35.3% | -14.1% |
| 3M | -28.5% | +21.5% | -50.0% | -28.8% |
| 6M | -45.8% | +27.5% | -73.3% | -46.4% |
| YTD | -46.9% | +9.2% | -56.2% | -47.0% |
| 1Y | -49.7% | +27.9% | -77.6% | -49.3% |
| All | -49.7% | +27.7% | -77.4% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling