+575.0%
BRO vs ULTA
+1,575.4%
-1,000.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | -7.3% | -3.1% | -4.2% | -6.8% |
| 30D | -6.9% | +2.8% | -9.7% | -7.4% |
| 3M | +10.7% | +14.8% | -4.1% | +7.8% |
| 6M | -2.7% | -16.2% | +13.5% | -0.3% |
| YTD | -16.3% | -9.6% | -6.7% | -15.5% |
| 1Y | -29.1% | +4.8% | -33.9% | -30.5% |
| 3Y | -7.8% | +30.7% | -38.5% | -15.1% |
| 5Y | +18.7% | +45.9% | -27.1% | +6.0% |
| 10Y | +291.9% | +129.0% | +162.9% | +203.8% |
| All | +575.0% | +1,575.4% | -1,000.5% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling