-18.6%
NRG vs ULTA
+6.6%
-25.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.2% | +6.4% |
| 7D | +7.1% | +9.0% | -1.9% | +6.8% |
| 30D | -1.4% | +4.6% | -6.0% | -1.4% |
| 3M | -10.5% | +22.0% | -32.4% | -11.4% |
| 6M | -26.7% | -14.7% | -12.0% | -27.6% |
| YTD | -24.5% | -6.8% | -17.8% | -24.4% |
| 1Y | -18.6% | +6.5% | -25.1% | -15.1% |
| All | -18.6% | +6.6% | -25.2% | -15.1% |
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 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