+4,551.2%
QLD vs ULTA
+1,935.9%
+2,615.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +4.6% | -8.4% | -5.5% |
| 30D | -20.5% | +16.5% | -37.0% | -25.6% |
| 3M | -14.6% | +21.1% | -35.7% | -21.7% |
| 6M | -14.7% | +27.4% | -42.0% | -23.9% |
| YTD | +11.2% | +9.8% | +1.4% | +4.3% |
| 1Y | +7.1% | +28.6% | -21.5% | -6.5% |
| 3Y | +141.1% | +70.5% | +70.6% | +80.3% |
| 5Y | +84.3% | +69.8% | +14.5% | +40.2% |
| 10Y | +1,450.1% | +180.8% | +1,269.3% | +777.7% |
| All | +4,551.2% | +1,935.9% | +2,615.3% | +673.7% |
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