+842.6%
ASX vs RL
+397.7%
+445.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +6.5% |
| 7D | -12.3% | +0.2% | -12.5% | -11.9% |
| 30D | -26.0% | +7.3% | -33.3% | -27.5% |
| 3M | -8.1% | +1.0% | -9.1% | -8.3% |
| 6M | +1.4% | +11.8% | -10.4% | -2.6% |
| YTD | +115.6% | +13.6% | +102.0% | +105.2% |
| 1Y | +128.0% | +24.0% | +104.0% | +109.9% |
| 3Y | +371.4% | +256.6% | +114.8% | +200.9% |
| 5Y | +469.4% | +240.2% | +229.2% | +259.2% |
| 10Y | +842.6% | +373.0% | +469.7% | +437.1% |
| All | +842.6% | +397.7% | +445.0% | +437.1% |
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