+913.4%
ASX vs ROK
+342.8%
+570.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.6% |
| 7D | +6.3% | +2.8% | +3.5% | +4.8% |
| 30D | +6.4% | -2.4% | +8.8% | +7.8% |
| 3M | +13.1% | -4.7% | +17.8% | +16.2% |
| 6M | +90.3% | +16.8% | +73.5% | +77.5% |
| YTD | +149.6% | +11.4% | +138.3% | +137.0% |
| 1Y | +249.2% | +26.2% | +223.0% | +211.6% |
| 3Y | +445.9% | +51.9% | +394.0% | +330.5% |
| 5Y | +477.7% | +46.4% | +431.4% | +352.0% |
| 10Y | +913.4% | +343.5% | +569.9% | +418.5% |
| All | +913.4% | +342.8% | +570.6% | +418.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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