+154.8%
ASX vs RL
+18.2%
+136.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.2% |
| 7D | +0.8% | -4.4% | +5.2% | +3.4% |
| 30D | -20.4% | +5.6% | -26.0% | -21.1% |
| 3M | -2.1% | -0.6% | -1.5% | -0.6% |
| 6M | +8.2% | +15.5% | -7.2% | +4.3% |
| YTD | +137.3% | +12.3% | +124.9% | +129.5% |
| All | +154.8% | +18.2% | +136.6% | +146.6% |
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