-28.4%
QS vs ULTA
+6.6%
-35.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -2.3% | +9.0% | -11.3% | -4.0% |
| 30D | -0.7% | +4.6% | -5.3% | -1.5% |
| 3M | -39.6% | +22.0% | -61.6% | -41.9% |
| 6M | -21.7% | -14.7% | -7.0% | -18.4% |
| YTD | -47.4% | -6.8% | -40.7% | -45.3% |
| 1Y | -28.4% | +6.5% | -34.9% | -26.5% |
| All | -28.4% | +6.6% | -35.0% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling