+392.6%
ASX vs ROL
-4.8%
+397.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | +2.0% | -4.1% | +6.1% | +2.0% |
| 3M | -1.3% | -22.5% | +21.2% | -0.8% |
| 6M | +71.4% | -37.7% | +109.1% | +75.9% |
| YTD | +135.3% | -39.6% | +174.9% | +142.4% |
| 1Y | +267.5% | -36.0% | +303.5% | +275.4% |
| All | +392.6% | -4.8% | +397.4% | +367.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling