+432.3%
ASX vs RL
+238.1%
+194.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +2.0% | -7.8% | +9.8% | +5.5% |
| 3M | -1.3% | -4.0% | +2.7% | +0.3% |
| 6M | +71.4% | -1.9% | +73.3% | +71.5% |
| YTD | +135.3% | -0.2% | +135.5% | +132.5% |
| 1Y | +267.5% | +10.7% | +256.8% | +243.3% |
| 3Y | +388.5% | +210.8% | +177.7% | +171.9% |
| All | +432.3% | +238.1% | +194.2% | +171.6% |
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