-100.0%
QID vs ULTA
+1,560.4%
-1,660.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | -0.1% |
| 7D | -1.9% | -1.8% | -0.1% | -2.6% |
| 30D | +1.7% | -1.2% | +3.0% | +1.2% |
| 3M | -3.9% | +13.4% | -17.3% | +1.6% |
| 6M | -30.0% | -15.6% | -14.4% | -34.0% |
| YTD | -28.2% | -10.4% | -17.8% | -30.4% |
| 1Y | -35.6% | +5.5% | -41.1% | -32.8% |
| 3Y | -74.3% | +31.0% | -105.3% | -68.0% |
| 5Y | -80.8% | +41.8% | -122.6% | -72.6% |
| 10Y | -99.2% | +127.0% | -226.1% | -98.1% |
| All | -100.0% | +1,560.4% | -1,660.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling