+82.5%
NUE vs ULTA
+6.6%
+75.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +4.2% | +9.0% | -4.8% | +2.9% |
| 30D | -5.0% | +4.6% | -9.5% | -5.5% |
| 3M | -0.2% | +22.0% | -22.2% | -3.3% |
| 6M | +49.1% | -14.7% | +63.8% | +50.7% |
| YTD | +61.0% | -6.8% | +67.8% | +62.2% |
| 1Y | +82.5% | +6.5% | +76.0% | +82.2% |
| All | +82.5% | +6.6% | +75.9% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling