+125.7%
ASX vs RL
+22.3%
+103.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +5.9% |
| 7D | -12.3% | +0.2% | -12.5% | -11.6% |
| 30D | -26.0% | +7.3% | -33.3% | -27.1% |
| 3M | -8.1% | +1.0% | -9.1% | -7.4% |
| 6M | +1.4% | +11.8% | -10.4% | -1.3% |
| YTD | +115.6% | +13.6% | +102.0% | +107.4% |
| All | +125.7% | +22.3% | +103.4% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling