+30.7%
ULTA vs BR
-5.3%
+36.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | +14.8% | +17.3% | -2.5% | +9.5% |
| 6M | -16.2% | -6.7% | -9.5% | -14.9% |
| YTD | -9.6% | -23.4% | +13.8% | -2.0% |
| 1Y | +4.8% | -32.7% | +37.4% | +19.6% |
| 3Y | +30.7% | -5.9% | +36.6% | +29.9% |
| All | +30.7% | -5.3% | +36.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling