+392.6%
ASX vs ROP
-16.7%
+409.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | -0.7% | -4.4% | +3.7% | -0.8% |
| 30D | +2.0% | +3.2% | -1.2% | +2.1% |
| 3M | -1.3% | +23.1% | -24.4% | -3.6% |
| 6M | +71.4% | +13.3% | +58.1% | +70.9% |
| YTD | +135.3% | -7.9% | +143.2% | +157.1% |
| 1Y | +267.5% | -22.1% | +289.5% | +341.9% |
| All | +392.6% | -16.7% | +409.4% | +446.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling