+61.2%
BROS vs ULTA
+28.6%
+32.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.1% |
| 7D | -6.1% | -3.9% | -2.2% | -5.0% |
| 30D | -12.4% | -1.1% | -11.3% | -12.2% |
| 3M | -27.9% | +13.8% | -41.7% | -30.8% |
| 6M | -16.8% | -17.2% | +0.4% | -12.7% |
| YTD | -29.0% | -11.5% | -17.6% | -26.9% |
| 1Y | -33.2% | +3.9% | -37.1% | -34.7% |
| All | +61.2% | +28.6% | +32.7% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling