+861.6%
ASX vs RL
+313.2%
+548.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +2.0% | -7.8% | +9.8% | +4.7% |
| 3M | -1.3% | -4.0% | +2.7% | 0.0% |
| 6M | +71.4% | -1.9% | +73.3% | +71.8% |
| YTD | +135.3% | -0.2% | +135.5% | +133.7% |
| 1Y | +267.5% | +10.7% | +256.8% | +250.5% |
| 3Y | +388.5% | +210.8% | +177.7% | +226.1% |
| 5Y | +417.1% | +238.2% | +178.9% | +228.8% |
| All | +861.6% | +313.2% | +548.4% | +479.2% |
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