+858.4%
ASX vs ROP
+140.4%
+718.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.7% |
| 7D | -0.7% | -4.4% | +3.7% | +1.1% |
| 30D | +2.0% | +3.2% | -1.2% | +0.4% |
| 3M | -1.3% | +23.1% | -24.4% | -12.2% |
| 6M | +71.4% | +13.3% | +58.1% | +57.5% |
| YTD | +135.3% | -7.9% | +143.2% | +139.1% |
| 1Y | +267.5% | -22.1% | +289.5% | +308.9% |
| 3Y | +388.5% | -16.8% | +405.3% | +420.9% |
| 5Y | +417.1% | -13.5% | +430.6% | +433.7% |
| All | +858.4% | +140.4% | +718.0% | +491.5% |
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