+171.6%
BKR vs ULTA
+44.7%
+126.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -7.0% | -3.1% | -3.9% | -6.6% |
| 30D | -8.1% | +2.8% | -10.9% | -8.6% |
| 3M | -6.6% | +14.8% | -21.4% | -8.8% |
| 6M | +0.9% | -16.2% | +17.1% | +3.4% |
| YTD | +31.1% | -9.6% | +40.7% | +32.5% |
| 1Y | +27.7% | +4.8% | +22.9% | +25.7% |
| 3Y | +71.2% | +30.7% | +40.5% | +57.8% |
| All | +171.6% | +44.7% | +126.9% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling