+2,793.8%
ASX vs ROP
+3,412.8%
-619.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.3% | -20.5% | -20.6% |
| 7D | -33.3% | +9.2% | -42.5% | -36.3% |
| 30D | -36.5% | +35.5% | -72.0% | -46.0% |
| 3M | -19.2% | +24.4% | -43.6% | -29.0% |
| 6M | -10.2% | +38.0% | -48.3% | -27.4% |
| YTD | +86.5% | +11.1% | +75.4% | +66.3% |
| 1Y | +89.6% | +10.9% | +78.7% | +69.1% |
| 3Y | +298.6% | -0.5% | +299.1% | +273.5% |
| 5Y | +414.3% | +4.5% | +409.7% | +366.9% |
| 10Y | +711.1% | +207.5% | +503.6% | +302.0% |
| All | +2,793.8% | +3,412.8% | -619.0% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling