-25.0%
QXO vs ULTA
+27.7%
-52.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.1% | +4.0% | +6.2% |
| 7D | +16.6% | +6.7% | +9.9% | +13.2% |
| 30D | +6.6% | +21.7% | -15.2% | -2.0% |
| 3M | -17.5% | +21.5% | -39.0% | -23.9% |
| 6M | -33.8% | +27.5% | -61.3% | -40.3% |
| YTD | -34.4% | +9.2% | -43.6% | -37.5% |
| 1Y | -25.0% | +27.9% | -52.8% | -33.4% |
| All | -25.0% | +27.7% | -52.6% | -33.4% |
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