+1,473.3%
QQQ vs ULTA
+1,560.4%
-87.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | -0.6% | -1.2% | +0.6% | -0.5% |
| 3M | +1.3% | +13.4% | -12.1% | -1.7% |
| 6M | +18.1% | -15.6% | +33.8% | +21.4% |
| YTD | +16.9% | -10.4% | +27.3% | +18.4% |
| 1Y | +24.0% | +5.5% | +18.5% | +20.9% |
| 3Y | +95.6% | +31.0% | +64.6% | +78.2% |
| 5Y | +94.5% | +41.8% | +52.7% | +72.5% |
| 10Y | +571.7% | +127.0% | +444.7% | +405.4% |
| All | +1,473.3% | +1,560.4% | -87.1% | +514.2% |
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 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