+748.4%
ASX vs ROP
+195.2%
+553.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.4% | +7.5% |
| 7D | -19.9% | +2.1% | -22.1% | -20.7% |
| 30D | -30.9% | +32.9% | -63.8% | -38.7% |
| 3M | -15.1% | +20.0% | -35.1% | -22.0% |
| 6M | -6.5% | +36.4% | -42.9% | -20.9% |
| YTD | +98.4% | +7.8% | +90.6% | +87.6% |
| 1Y | +107.9% | +8.0% | +99.9% | +96.1% |
| 3Y | +325.3% | -3.5% | +328.8% | +324.1% |
| 5Y | +447.3% | +1.5% | +445.8% | +425.1% |
| All | +748.4% | +195.2% | +553.2% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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