+367.1%
ASX vs ULTA
+70.7%
+296.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -9.1% | +4.6% | -13.8% | -9.8% |
| 30D | -23.6% | +16.5% | -40.1% | -25.8% |
| 3M | -5.6% | +21.1% | -26.7% | -9.2% |
| 6M | +4.7% | +27.4% | -22.7% | -0.7% |
| YTD | +122.6% | +9.8% | +112.8% | +117.1% |
| 1Y | +133.0% | +28.6% | +104.4% | +117.9% |
| 3Y | +367.1% | +70.5% | +296.6% | +288.7% |
| All | +367.1% | +70.7% | +296.5% | +288.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling