+1,716.3%
ULTA vs BR
+1,166.1%
+550.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -3.9% | -6.0% | +2.1% | -0.9% |
| 30D | -1.1% | -0.9% | -0.2% | -0.8% |
| 3M | +13.8% | +16.4% | -2.6% | +4.6% |
| 6M | -17.2% | -8.2% | -9.1% | -14.7% |
| YTD | -11.5% | -23.2% | +11.7% | -0.7% |
| 1Y | +3.9% | -30.9% | +34.8% | +23.0% |
| 3Y | +29.5% | -5.0% | +34.5% | +27.2% |
| 5Y | +42.9% | +8.8% | +34.1% | +28.0% |
| 10Y | +124.4% | +190.1% | -65.7% | +14.0% |
| All | +1,716.3% | +1,166.1% | +550.2% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling