+2,793.8%
ASX vs ROL
+6,216.9%
-3,423.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.0% | -21.8% | -21.1% |
| 7D | -33.3% | +11.7% | -45.0% | -35.9% |
| 30D | -36.5% | +27.7% | -64.2% | -42.1% |
| 3M | -19.2% | +3.7% | -22.9% | -21.3% |
| 6M | -10.2% | -27.8% | +17.5% | -1.5% |
| YTD | +86.5% | -34.7% | +121.1% | +111.4% |
| 1Y | +89.6% | -34.1% | +123.7% | +114.0% |
| 3Y | +298.6% | +5.9% | +292.7% | +268.4% |
| 5Y | +414.3% | +15.6% | +398.6% | +347.6% |
| 10Y | +711.1% | +226.5% | +484.6% | +351.3% |
| All | +2,793.8% | +6,216.9% | -3,423.1% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling