+583.5%
NUE vs ULTA
+1,541.3%
-957.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.7% | -3.9% | +1.2% | -1.7% |
| 30D | -6.1% | -1.1% | -5.0% | -6.0% |
| 3M | +2.2% | +13.8% | -11.5% | -1.6% |
| 6M | +50.8% | -17.2% | +68.0% | +57.2% |
| YTD | +57.5% | -11.5% | +69.0% | +61.0% |
| 1Y | +82.5% | +3.9% | +78.6% | +77.8% |
| 3Y | +61.7% | +29.5% | +32.2% | +44.2% |
| 5Y | +145.1% | +42.9% | +102.2% | +110.5% |
| 10Y | +577.8% | +124.4% | +453.4% | +384.8% |
| All | +583.5% | +1,541.3% | -957.8% | +122.4% |
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