-61.4%
NVD vs ULTA
+6.6%
-68.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.3% |
| 7D | -11.1% | +9.0% | -20.1% | -10.9% |
| 30D | -13.3% | +4.6% | -17.8% | -13.4% |
| 3M | -19.8% | +22.0% | -41.8% | -19.8% |
| 6M | -48.8% | -14.7% | -34.1% | -48.5% |
| YTD | -49.7% | -6.8% | -42.9% | -50.0% |
| 1Y | -61.4% | +6.5% | -67.9% | -63.6% |
| All | -61.4% | +6.6% | -68.0% | -63.6% |
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