-73.5%
QID vs ULTA
+31.2%
-104.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.1% |
| 7D | +1.3% | -3.1% | +4.3% | +0.3% |
| 30D | +2.9% | +2.8% | +0.1% | +3.9% |
| 3M | -0.7% | +14.8% | -15.5% | +4.4% |
| 6M | -29.7% | -16.2% | -13.5% | -33.7% |
| YTD | -27.9% | -9.6% | -18.2% | -29.7% |
| 1Y | -34.6% | +4.8% | -39.3% | -31.9% |
| 3Y | -73.5% | +30.7% | -104.2% | -65.2% |
| All | -73.5% | +31.2% | -104.8% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling