+1,007.5%
ASX vs RL
+347.1%
+660.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.1% |
| 7D | +0.8% | -4.4% | +5.2% | +3.0% |
| 30D | -20.4% | +5.6% | -26.0% | -21.6% |
| 3M | -2.1% | -0.6% | -1.5% | -1.8% |
| 6M | +8.2% | +15.5% | -7.2% | +2.8% |
| YTD | +137.3% | +12.3% | +124.9% | +126.7% |
| 1Y | +155.0% | +19.3% | +135.7% | +137.9% |
| 3Y | +397.9% | +255.5% | +142.4% | +217.7% |
| 5Y | +529.2% | +247.1% | +282.2% | +294.6% |
| 10Y | +1,007.5% | +346.0% | +661.5% | +535.6% |
| All | +1,007.5% | +347.1% | +660.4% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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