+939.0%
ASX vs ROP
+181.1%
+757.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | -9.1% | +0.2% | -9.3% | -9.4% |
| 30D | -23.6% | +30.3% | -53.9% | -31.7% |
| 3M | -5.6% | +17.8% | -23.4% | -12.6% |
| 6M | +4.7% | +38.9% | -34.2% | -12.4% |
| YTD | +122.6% | +7.6% | +115.0% | +110.5% |
| 1Y | +133.0% | +6.5% | +126.5% | +121.4% |
| 3Y | +367.1% | -6.3% | +373.4% | +373.4% |
| 5Y | +504.7% | +0.9% | +503.8% | +481.1% |
| All | +939.0% | +181.1% | +757.9% | +508.4% |
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