+6.5%
ULTA vs NTR
+43.1%
-36.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.3% |
| 7D | +9.0% | +8.1% | +0.9% | +8.8% |
| 30D | +4.6% | +18.8% | -14.2% | +4.3% |
| 3M | +22.0% | +16.2% | +5.7% | +21.9% |
| 6M | -14.7% | +9.8% | -24.5% | -14.1% |
| YTD | -6.8% | +30.9% | -37.6% | -8.2% |
| 1Y | +6.5% | +41.8% | -35.2% | +3.9% |
| All | +6.5% | +43.1% | -36.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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