+887.2%
ASX vs ROL
+209.5%
+677.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | -9.1% | +2.9% | -12.0% | -9.8% |
| 30D | -23.6% | +20.1% | -43.7% | -27.2% |
| 3M | -5.6% | +3.2% | -8.8% | -6.9% |
| 6M | +4.7% | -28.0% | +32.7% | +13.5% |
| YTD | +122.6% | -35.3% | +157.9% | +148.4% |
| 1Y | +133.0% | -33.6% | +166.7% | +157.7% |
| 3Y | +367.1% | +3.8% | +363.3% | +335.0% |
| 5Y | +504.7% | +14.4% | +490.4% | +427.4% |
| 10Y | +887.2% | +213.1% | +674.2% | +504.6% |
| All | +887.2% | +209.5% | +677.7% | +504.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling