+34.5%
QXO vs ULTA
+132.3%
-97.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | -7.8% | -3.1% | -4.7% | -6.9% |
| 30D | -18.1% | +2.8% | -20.9% | -18.9% |
| 3M | -25.8% | +14.8% | -40.5% | -28.8% |
| 6M | -41.7% | -16.2% | -25.5% | -39.1% |
| YTD | -36.2% | -9.6% | -26.6% | -34.7% |
| 1Y | -42.1% | +4.8% | -46.9% | -43.4% |
| 3Y | -46.2% | +30.7% | -76.8% | -51.5% |
| 5Y | -70.7% | +45.9% | -116.6% | -75.0% |
| All | +34.5% | +132.3% | -97.8% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling