+30.7%
ULTA vs QSR
+25.8%
+4.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -3.1% | -4.0% | +0.9% | -1.5% |
| 30D | +2.8% | +2.8% | 0.0% | +1.6% |
| 3M | +14.8% | +5.1% | +9.7% | +12.2% |
| 6M | -16.2% | +8.8% | -25.0% | -19.5% |
| YTD | -9.6% | +14.8% | -24.5% | -15.4% |
| 1Y | +4.8% | +25.7% | -21.0% | -5.7% |
| 3Y | +30.7% | +27.5% | +3.2% | +15.3% |
| All | +30.7% | +25.8% | +4.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling