-10.2%
TQQQ vs ULTA
+25.8%
-36.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -1.6% | -17.3% | -18.6% |
| 7D | -27.1% | +0.2% | -27.4% | -27.1% |
| 30D | -40.1% | +18.7% | -58.8% | -41.8% |
| 3M | -30.6% | +20.5% | -51.0% | -32.7% |
| 6M | -24.8% | +22.0% | -46.8% | -26.8% |
| YTD | -3.7% | +7.4% | -11.1% | -4.6% |
| 1Y | -10.2% | +24.5% | -34.7% | -15.0% |
| All | -10.2% | +25.8% | -36.0% | -15.0% |
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