+3.1%
BTDR vs ULTA
+6.6%
-3.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +3.7% |
| 7D | +20.0% | +9.0% | +11.0% | +17.7% |
| 30D | +11.9% | +4.6% | +7.4% | +11.4% |
| 3M | -36.9% | +22.0% | -58.9% | -38.6% |
| 6M | +56.5% | -14.7% | +71.2% | +56.0% |
| YTD | +10.4% | -6.8% | +17.2% | +12.4% |
| 1Y | +3.1% | +6.5% | -3.5% | +13.1% |
| All | +3.1% | +6.6% | -3.6% | +13.1% |
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