+415.3%
ASX vs ROP
+1.1%
+414.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.4% | +6.8% |
| 7D | -19.9% | +2.1% | -22.1% | -20.2% |
| 30D | -30.9% | +32.9% | -63.8% | -34.5% |
| 3M | -15.1% | +20.0% | -35.1% | -17.9% |
| 6M | -6.5% | +36.4% | -42.9% | -14.6% |
| YTD | +98.4% | +7.8% | +90.6% | +103.7% |
| 1Y | +107.9% | +8.0% | +99.9% | +112.9% |
| 3Y | +325.3% | -3.5% | +328.8% | +360.8% |
| All | +415.3% | +1.1% | +414.2% | +416.7% |
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