-99.1%
NVD vs ULTA
+31.2%
-130.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +1.0% |
| 7D | +10.8% | -3.1% | +13.9% | +9.7% |
| 30D | +0.8% | +2.8% | -2.0% | +1.8% |
| 3M | -20.8% | +14.8% | -35.6% | -16.5% |
| 6M | -41.2% | -16.2% | -24.9% | -44.8% |
| YTD | -44.2% | -9.6% | -34.6% | -45.8% |
| 1Y | -54.2% | +4.8% | -58.9% | -52.4% |
| 3Y | -99.1% | +30.7% | -129.8% | -98.8% |
| All | -99.1% | +31.2% | -130.4% | -98.8% |
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