-32.5%
NVDL vs ULTA
+25.8%
-58.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -1.6% | -16.9% | -18.6% |
| 7D | -28.8% | +0.2% | -29.0% | -28.7% |
| 30D | -44.0% | +18.7% | -62.7% | -44.2% |
| 3M | -35.6% | +20.5% | -56.1% | -35.7% |
| 6M | -25.3% | +22.0% | -47.3% | -25.3% |
| YTD | -23.3% | +7.4% | -30.7% | -22.9% |
| 1Y | -32.5% | +24.5% | -57.0% | -32.1% |
| All | -32.5% | +25.8% | -58.3% | -32.1% |
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