+2,876.9%
TQQQ vs ULTA
+132.3%
+2,744.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.1% |
| 7D | -1.9% | -3.1% | +1.2% | +0.2% |
| 30D | -4.9% | +2.8% | -7.7% | -7.4% |
| 3M | -6.4% | +14.8% | -21.2% | -16.5% |
| 6M | +44.4% | -16.2% | +60.6% | +58.0% |
| YTD | +35.2% | -9.6% | +44.8% | +39.1% |
| 1Y | +49.5% | +4.8% | +44.7% | +36.5% |
| 3Y | +250.7% | +30.7% | +220.0% | +158.8% |
| 5Y | +104.7% | +45.9% | +58.8% | +47.8% |
| All | +2,876.9% | +132.3% | +2,744.6% | +1,437.2% |
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 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