+193.5%
NRG vs ULTA
+44.7%
+148.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -4.7% | -3.1% | -1.6% | -4.1% |
| 30D | -6.0% | +2.8% | -8.8% | -6.5% |
| 3M | -8.0% | +14.8% | -22.7% | -10.7% |
| 6M | -23.2% | -16.2% | -6.9% | -21.0% |
| YTD | -28.1% | -9.6% | -18.4% | -27.2% |
| 1Y | -27.3% | +4.8% | -32.0% | -29.0% |
| 3Y | +208.7% | +30.7% | +178.0% | +175.9% |
| All | +193.5% | +44.7% | +148.8% | +145.4% |
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