+1,065.2%
NRG vs ULTA
+132.3%
+932.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -4.7% | -3.1% | -1.6% | -3.9% |
| 30D | -6.0% | +2.8% | -8.8% | -6.7% |
| 3M | -8.0% | +14.8% | -22.7% | -11.5% |
| 6M | -23.2% | -16.2% | -6.9% | -20.5% |
| YTD | -28.1% | -9.6% | -18.4% | -27.1% |
| 1Y | -27.3% | +4.8% | -32.0% | -29.4% |
| 3Y | +208.7% | +30.7% | +178.0% | +174.2% |
| 5Y | +197.7% | +45.9% | +151.8% | +149.7% |
| All | +1,065.2% | +132.3% | +932.9% | +684.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling