+7.2%
BKR vs ULTA
+27.9%
-20.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.1% | -9.6% | -5.4% |
| 7D | -8.8% | +6.7% | -15.5% | -8.6% |
| 30D | -13.1% | +21.7% | -34.8% | -13.0% |
| 3M | -18.9% | +21.5% | -40.4% | -18.9% |
| 6M | -27.2% | +27.5% | -54.8% | -26.8% |
| YTD | +10.7% | +9.2% | +1.5% | +13.2% |
| All | +7.2% | +27.9% | -20.7% | +12.0% |
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