+1,008.4%
ASX vs ROK
+265.6%
+742.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.8% |
| 7D | +22.1% | +6.1% | +16.0% | +18.4% |
| 30D | -23.8% | -6.5% | -17.3% | -19.6% |
| 3M | -7.6% | -10.2% | +2.6% | -0.4% |
| 6M | +6.9% | -10.6% | +17.6% | +16.3% |
| YTD | +127.7% | +4.9% | +122.8% | +127.1% |
| 1Y | +144.5% | +3.8% | +140.7% | +145.2% |
| 3Y | +377.8% | +63.5% | +314.3% | +269.4% |
| 5Y | +498.2% | +30.9% | +467.3% | +403.3% |
| All | +1,008.4% | +265.6% | +742.8% | +519.6% |
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