+3,245.6%
ASX vs ROK
+5,852.0%
-2,606.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +6.9% |
| 7D | -12.3% | -11.5% | -0.7% | -6.0% |
| 30D | -26.0% | -10.0% | -16.0% | -21.0% |
| 3M | -8.1% | -11.4% | +3.3% | -1.1% |
| 6M | +1.4% | -13.7% | +15.1% | +11.1% |
| YTD | +115.6% | +1.0% | +114.5% | +118.4% |
| 1Y | +128.0% | +5.6% | +122.4% | +126.2% |
| 3Y | +371.4% | +59.1% | +312.3% | +276.1% |
| 5Y | +469.4% | +26.1% | +443.3% | +397.9% |
| 10Y | +842.6% | +266.4% | +576.2% | +380.3% |
| All | +3,245.6% | +5,852.0% | -2,606.4% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling