+745.1%
NTAP vs ULTA
+1,583.0%
-837.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.5% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | -0.2% | -2.8% | +2.6% | +0.2% |
| 3M | +11.4% | +18.7% | -7.3% | +6.5% |
| 6M | +88.7% | -15.0% | +103.7% | +93.6% |
| YTD | +78.9% | -9.2% | +88.1% | +80.4% |
| 1Y | +58.8% | +5.7% | +53.2% | +54.0% |
| 3Y | +153.5% | +32.8% | +120.8% | +127.5% |
| 5Y | +136.7% | +46.0% | +90.8% | +104.3% |
| 10Y | +590.2% | +125.5% | +464.7% | +406.4% |
| All | +745.1% | +1,583.0% | -837.9% | +203.1% |
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 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