-5.3%
BRO vs ULTA
+27.7%
-33.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +3.9% |
| 7D | +12.4% | +6.7% | +5.7% | +11.5% |
| 30D | +21.6% | +21.7% | -0.2% | +19.1% |
| 3M | +4.3% | +21.5% | -17.2% | +2.2% |
| 6M | +29.2% | +27.5% | +1.6% | +25.2% |
| YTD | -6.4% | +9.2% | -15.6% | -9.4% |
| 1Y | -5.3% | +27.9% | -33.2% | -9.4% |
| All | -5.3% | +27.7% | -33.0% | -9.4% |
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