+486.8%
ASX vs RL
+239.2%
+247.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | +12.4% | +2.6% | +9.8% | +11.1% |
| 30D | -19.8% | +2.9% | -22.7% | -20.4% |
| 3M | -10.3% | 0.0% | -10.3% | -10.1% |
| 6M | +1.2% | +17.1% | -15.9% | -6.3% |
| YTD | +123.0% | +10.1% | +112.9% | +111.0% |
| 1Y | +145.4% | +17.3% | +128.1% | +124.1% |
| 3Y | +368.6% | +249.3% | +119.3% | +139.3% |
| All | +486.8% | +239.2% | +247.6% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling