+6.5%
ULTA vs QSR
+33.2%
-26.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +9.0% | +2.4% | +6.6% | +8.3% |
| 30D | +4.6% | +7.6% | -3.1% | +2.2% |
| 3M | +22.0% | +12.6% | +9.3% | +17.4% |
| 6M | -14.7% | +14.4% | -29.1% | -18.5% |
| YTD | -6.8% | +19.6% | -26.4% | -12.6% |
| 1Y | +6.5% | +33.9% | -27.3% | -0.7% |
| All | +6.5% | +33.2% | -26.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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