+953.3%
ASX vs ULTA
+132.3%
+821.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | +5.2% | -3.1% | +8.3% | +6.0% |
| 30D | +0.5% | +2.8% | -2.3% | -0.7% |
| 3M | +8.3% | +14.8% | -6.4% | +3.5% |
| 6M | +82.0% | -16.2% | +98.3% | +88.9% |
| YTD | +147.6% | -9.6% | +157.2% | +151.1% |
| 1Y | +258.8% | +4.8% | +254.1% | +247.4% |
| 3Y | +452.1% | +30.7% | +421.4% | +386.7% |
| 5Y | +441.7% | +45.9% | +395.9% | +354.2% |
| All | +953.3% | +132.3% | +821.0% | +643.7% |
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