+893.5%
NSC vs ULTA
+1,628.6%
-735.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -5.5% | +9.0% | -14.5% | -7.5% |
| 30D | -3.2% | +4.6% | -7.8% | -4.5% |
| 3M | +7.7% | +22.0% | -14.3% | +2.2% |
| 6M | +4.5% | -14.7% | +19.2% | +7.4% |
| YTD | +15.6% | -6.8% | +22.3% | +16.0% |
| 1Y | +19.8% | +6.5% | +13.3% | +16.0% |
| 3Y | +70.1% | +35.6% | +34.5% | +51.3% |
| 5Y | +46.1% | +47.6% | -1.5% | +24.8% |
| 10Y | +328.1% | +128.9% | +199.2% | +208.5% |
| All | +893.5% | +1,628.6% | -735.1% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling