+755.6%
GOOGL vs ULTA
+132.3%
+623.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.7% |
| 30D | -1.4% | +2.8% | -4.2% | -2.2% |
| 3M | -5.3% | +14.8% | -20.1% | -8.7% |
| 6M | +9.8% | -16.2% | +26.0% | +13.4% |
| YTD | +8.4% | -9.6% | +18.0% | +9.6% |
| 1Y | +41.2% | +4.8% | +36.4% | +37.3% |
| 3Y | +149.6% | +30.7% | +118.9% | +122.9% |
| 5Y | +142.6% | +45.9% | +96.7% | +107.7% |
| All | +755.6% | +132.3% | +623.3% | +523.9% |
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