+19.7%
BROS vs ULTA
+46.6%
-26.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.2% |
| 7D | -5.8% | -3.1% | -2.7% | -4.5% |
| 30D | -14.0% | +2.8% | -16.8% | -15.2% |
| 3M | -32.5% | +14.8% | -47.3% | -37.0% |
| 6M | -14.9% | -16.2% | +1.3% | -9.2% |
| YTD | -28.3% | -9.6% | -18.7% | -26.1% |
| 1Y | -34.0% | +4.8% | -38.8% | -37.2% |
| 3Y | +63.0% | +30.7% | +32.3% | +28.6% |
| All | +19.7% | +46.6% | -26.9% | -18.9% |
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 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