-15.2%
BTDR vs ULTA
+5.8%
-21.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.7% |
| 30D | +32.6% | +2.8% | +29.8% | +31.9% |
| 3M | -32.2% | +14.8% | -47.0% | -33.3% |
| 6M | +52.4% | -16.2% | +68.6% | +53.6% |
| YTD | +6.7% | -9.6% | +16.3% | +9.4% |
| 1Y | -15.2% | +4.8% | -20.0% | -7.2% |
| All | -15.2% | +5.8% | -21.0% | -7.2% |
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