+432.3%
ASX vs ROK
+46.3%
+386.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | +2.0% | -3.3% | +5.3% | +4.0% |
| 3M | -1.3% | -5.9% | +4.5% | +2.5% |
| 6M | +71.4% | +13.9% | +57.6% | +61.3% |
| YTD | +135.3% | +12.6% | +122.7% | +121.1% |
| 1Y | +267.5% | +28.6% | +238.9% | +221.7% |
| 3Y | +388.5% | +45.1% | +343.4% | +285.8% |
| All | +432.3% | +46.3% | +386.0% | +297.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling