+748.4%
ASX vs RL
+356.1%
+392.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.9% |
| 7D | -19.9% | -4.2% | -15.8% | -18.4% |
| 30D | -30.9% | +4.3% | -35.1% | -31.6% |
| 3M | -15.1% | -4.6% | -10.5% | -13.6% |
| 6M | -6.5% | +1.7% | -8.2% | -7.2% |
| YTD | +98.4% | +7.3% | +91.1% | +92.6% |
| 1Y | +107.9% | +20.8% | +87.1% | +93.0% |
| 3Y | +325.3% | +247.0% | +78.3% | +174.5% |
| 5Y | +447.3% | +225.5% | +221.8% | +251.4% |
| All | +748.4% | +356.1% | +392.3% | +395.0% |
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