+415.3%
ASX vs REPL
-35.6%
+450.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.0% | -1.6% | +6.2% |
| 7D | -19.9% | +22.8% | -42.7% | -20.3% |
| 30D | -30.9% | +63.8% | -94.7% | -31.7% |
| 3M | -15.1% | +68.1% | -83.2% | -16.2% |
| 6M | -6.5% | +528.5% | -535.0% | -11.2% |
| YTD | +98.4% | +122.4% | -24.0% | +91.3% |
| 1Y | +107.9% | +154.4% | -46.5% | +99.1% |
| 3Y | +325.3% | +68.0% | +257.3% | +269.3% |
| All | +415.3% | -35.6% | +450.9% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling