+4,308.0%
QLD vs ULTA
+1,875.7%
+2,432.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -10.3% | +0.7% | -10.9% | -10.5% |
| 30D | -26.1% | +18.2% | -44.3% | -31.3% |
| 3M | -17.8% | +19.7% | -37.4% | -24.3% |
| 6M | -15.6% | +20.5% | -36.1% | -23.0% |
| YTD | +5.4% | +6.6% | -1.2% | 0.0% |
| 1Y | +5.2% | +26.5% | -21.2% | -7.6% |
| 3Y | +139.4% | +67.0% | +72.4% | +80.5% |
| 5Y | +66.7% | +64.5% | +2.2% | +28.4% |
| 10Y | +1,422.1% | +182.6% | +1,239.5% | +760.3% |
| All | +4,308.0% | +1,875.7% | +2,432.3% | +642.0% |
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