+368.6%
ASX vs ROK
+63.3%
+305.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +12.4% | +7.1% | +5.3% | +7.8% |
| 30D | -19.8% | -5.0% | -14.9% | -15.5% |
| 3M | -10.3% | -9.4% | -0.9% | -2.8% |
| 6M | +1.2% | -11.0% | +12.2% | +11.5% |
| YTD | +123.0% | +4.4% | +118.6% | +125.7% |
| 1Y | +145.4% | +7.4% | +138.0% | +145.2% |
| 3Y | +368.6% | +61.0% | +307.7% | +272.7% |
| All | +368.6% | +63.3% | +305.3% | +272.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling