+2,979.8%
ASX vs ROL
+6,084.9%
-3,105.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.5% | +7.1% |
| 7D | -19.9% | +9.5% | -29.4% | -22.6% |
| 30D | -30.9% | +22.9% | -53.8% | -36.2% |
| 3M | -15.1% | +3.5% | -18.6% | -17.3% |
| 6M | -6.5% | -29.4% | +22.9% | +3.3% |
| YTD | +98.4% | -36.1% | +134.5% | +126.5% |
| 1Y | +107.9% | -34.4% | +142.2% | +134.6% |
| 3Y | +325.3% | +4.0% | +321.3% | +295.2% |
| 5Y | +447.3% | +13.2% | +434.1% | +379.5% |
| 10Y | +763.2% | +219.7% | +543.5% | +383.5% |
| All | +2,979.8% | +6,084.9% | -3,105.1% | +372.3% |
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