+529.2%
ASX vs ROP
+1.6%
+527.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.5% |
| 7D | +0.8% | -2.9% | +3.8% | +1.2% |
| 30D | -20.4% | +30.1% | -50.5% | -24.3% |
| 3M | -2.1% | +19.9% | -22.0% | -5.4% |
| 6M | +8.2% | +46.0% | -37.8% | -3.9% |
| YTD | +137.3% | +8.4% | +128.9% | +143.3% |
| 1Y | +155.0% | +8.8% | +146.2% | +160.4% |
| 3Y | +397.9% | -5.6% | +403.6% | +449.1% |
| 5Y | +529.2% | +3.0% | +526.2% | +527.6% |
| All | +529.2% | +1.6% | +527.6% | +527.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling