-35.3%
QXO vs ULTA
+6.6%
-42.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | -1.3% | +9.0% | -10.3% | -4.4% |
| 30D | -16.0% | +4.6% | -20.6% | -17.3% |
| 3M | -17.7% | +22.0% | -39.7% | -23.0% |
| 6M | -42.6% | -14.7% | -27.9% | -40.5% |
| YTD | -30.8% | -6.8% | -24.0% | -29.8% |
| 1Y | -35.3% | +6.5% | -41.9% | -36.2% |
| All | -35.3% | +6.6% | -42.0% | -36.2% |
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 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