+985.8%
ASX vs RL
+337.1%
+648.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | +12.4% | +2.6% | +9.8% | +11.4% |
| 30D | -19.8% | +2.9% | -22.7% | -20.2% |
| 3M | -10.3% | 0.0% | -10.3% | -10.2% |
| 6M | +1.2% | +17.1% | -15.9% | -4.3% |
| YTD | +123.0% | +10.1% | +112.9% | +114.6% |
| 1Y | +145.4% | +17.3% | +128.1% | +130.3% |
| 3Y | +368.6% | +249.3% | +119.3% | +200.2% |
| 5Y | +486.0% | +240.9% | +245.1% | +269.0% |
| All | +985.8% | +337.1% | +648.7% | +554.9% |
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