-69.4%
BTDR vs ULTA
+27.7%
-97.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.1% | -9.7% | -6.4% |
| 7D | -17.6% | +6.7% | -24.2% | -18.7% |
| 30D | -40.3% | +21.7% | -62.0% | -43.2% |
| 3M | -42.6% | +21.5% | -64.1% | -45.1% |
| 6M | -46.3% | +27.5% | -73.8% | -48.7% |
| YTD | -41.7% | +9.2% | -51.0% | -43.2% |
| 1Y | -69.4% | +27.9% | -97.3% | -70.5% |
| All | -69.4% | +27.7% | -97.1% | -70.5% |
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