+66.0%
NUE vs ULTA
+31.2%
+34.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -0.6% | -3.1% | +2.4% | 0.0% |
| 30D | -4.6% | +2.8% | -7.4% | -5.2% |
| 3M | -0.3% | +14.8% | -15.1% | -3.4% |
| 6M | +51.9% | -16.2% | +68.1% | +56.5% |
| YTD | +60.0% | -9.6% | +69.6% | +62.1% |
| 1Y | +82.9% | +4.8% | +78.1% | +78.9% |
| 3Y | +66.0% | +30.7% | +35.3% | +38.7% |
| All | +66.0% | +31.2% | +34.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling