+415.3%
ASX vs ROK
+19.3%
+396.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +7.3% |
| 7D | -19.9% | -13.8% | -6.1% | -11.2% |
| 30D | -30.9% | -14.9% | -15.9% | -22.4% |
| 3M | -15.1% | -14.7% | -0.4% | -4.8% |
| 6M | -6.5% | -17.7% | +11.2% | +7.8% |
| YTD | +98.4% | -2.5% | +100.9% | +107.2% |
| 1Y | +107.9% | +2.3% | +105.6% | +111.5% |
| 3Y | +325.3% | +52.7% | +272.5% | +232.2% |
| All | +415.3% | +19.3% | +396.0% | +354.8% |
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