+92.9%
QQQ vs ULTA
+31.2%
+61.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | -0.6% | -3.1% | +2.5% | -0.1% |
| 30D | -1.2% | +2.8% | -4.0% | -1.8% |
| 3M | -0.2% | +14.8% | -15.0% | -2.8% |
| 6M | +17.9% | -16.2% | +34.1% | +21.3% |
| YTD | +16.6% | -9.6% | +26.3% | +18.0% |
| 1Y | +23.0% | +4.8% | +18.2% | +20.3% |
| 3Y | +92.9% | +30.7% | +62.3% | +71.6% |
| All | +92.9% | +31.2% | +61.7% | +71.6% |
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 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