+125.6%
ULTA vs BR
+189.7%
-64.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.1% | -3.0% | -0.1% | -1.7% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | +14.8% | +17.3% | -2.5% | +5.8% |
| 6M | -16.2% | -6.7% | -9.5% | -14.3% |
| YTD | -9.6% | -23.4% | +13.8% | +1.3% |
| 1Y | +4.8% | -32.7% | +37.4% | +25.2% |
| 3Y | +30.7% | -5.9% | +36.6% | +28.7% |
| 5Y | +45.9% | +8.4% | +37.4% | +30.1% |
| All | +125.6% | +189.7% | -64.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling