+985.8%
ASX vs ULTA
+174.9%
+810.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | +12.4% | +2.5% | +9.9% | +11.7% |
| 30D | -19.8% | +11.5% | -31.3% | -22.3% |
| 3M | -10.3% | +28.1% | -38.5% | -16.7% |
| 6M | +1.2% | +34.2% | -33.0% | -7.6% |
| YTD | +123.0% | +9.2% | +113.8% | +114.4% |
| 1Y | +145.4% | +23.7% | +121.7% | +126.8% |
| 3Y | +368.6% | +69.2% | +299.4% | +282.6% |
| 5Y | +486.0% | +66.6% | +419.4% | +373.2% |
| All | +985.8% | +174.9% | +810.9% | +600.9% |
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