+249.2%
ASX vs ROK
+26.1%
+223.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.9% |
| 7D | +6.3% | +2.8% | +3.5% | +4.1% |
| 30D | +6.4% | -2.4% | +8.8% | +8.3% |
| 3M | +13.1% | -4.7% | +17.8% | +17.6% |
| 6M | +90.3% | +16.8% | +73.5% | +77.9% |
| YTD | +149.6% | +11.4% | +138.3% | +131.4% |
| 1Y | +249.2% | +26.2% | +223.0% | +199.7% |
| All | +249.2% | +26.1% | +223.0% | +199.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling