+107.9%
ASX vs ROP
+8.5%
+99.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.4% | +4.2% |
| 7D | -19.9% | +2.1% | -22.1% | -18.5% |
| 30D | -30.9% | +32.9% | -63.8% | -14.3% |
| 3M | -15.1% | +20.3% | -35.4% | -0.6% |
| 6M | -6.5% | +36.8% | -43.2% | +20.9% |
| YTD | +98.4% | +8.1% | +90.3% | +150.3% |
| 1Y | +107.9% | +8.3% | +99.6% | +161.3% |
| All | +107.9% | +8.5% | +99.4% | +161.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling