+185.3%
QLD vs ULTA
+38.5%
+146.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.1% |
| 7D | +0.6% | +9.0% | -8.4% | -2.3% |
| 30D | -0.1% | +4.6% | -4.7% | -1.9% |
| 3M | -8.4% | +22.0% | -30.3% | -15.1% |
| 6M | +32.2% | -14.7% | +46.9% | +39.0% |
| YTD | +28.9% | -6.8% | +35.7% | +30.3% |
| 1Y | +43.8% | +6.5% | +37.3% | +36.8% |
| All | +185.3% | +38.5% | +146.8% | +124.2% |
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