-47.7%
QS vs ULTA
+136.6%
-184.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.1% |
| 7D | -5.0% | -3.9% | -1.1% | -2.9% |
| 30D | -18.3% | -1.1% | -17.2% | -18.2% |
| 3M | -26.0% | +13.8% | -39.8% | -31.9% |
| 6M | -24.0% | -17.2% | -6.8% | -17.2% |
| YTD | -50.3% | -11.5% | -38.8% | -48.1% |
| 1Y | -38.0% | +3.9% | -41.9% | -42.0% |
| 3Y | -24.6% | +29.5% | -54.1% | -43.4% |
| 5Y | -75.4% | +42.9% | -118.3% | -83.0% |
| All | -47.7% | +136.6% | -184.2% | -72.2% |
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