+250.7%
TQQQ vs ULTA
+31.2%
+219.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.5% |
| 7D | -1.9% | -3.1% | +1.2% | -0.4% |
| 30D | -4.9% | +2.8% | -7.7% | -6.6% |
| 3M | -6.4% | +14.8% | -21.2% | -13.9% |
| 6M | +44.4% | -16.2% | +60.6% | +56.7% |
| YTD | +35.2% | -9.6% | +44.8% | +39.3% |
| 1Y | +49.5% | +4.8% | +44.7% | +39.3% |
| 3Y | +250.7% | +30.7% | +220.0% | +155.0% |
| All | +250.7% | +31.2% | +219.5% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling