+122.8%
NTAP vs ULTA
+39.1%
+83.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -1.0% | -3.9% | +2.9% | -0.1% |
| 30D | -7.5% | -1.1% | -6.4% | -7.4% |
| 3M | +14.6% | +13.8% | +0.8% | +10.6% |
| 6M | +91.0% | -17.2% | +108.2% | +98.3% |
| YTD | +73.7% | -11.5% | +85.2% | +76.5% |
| 1Y | +51.2% | +3.9% | +47.3% | +46.4% |
| 3Y | +146.1% | +29.5% | +116.7% | +114.6% |
| 5Y | +122.8% | +42.9% | +79.9% | +76.7% |
| All | +122.8% | +39.1% | +83.7% | +76.7% |
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