+2,979.8%
ASX vs ROP
+3,310.0%
-330.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.4% | +7.8% |
| 7D | -19.9% | +2.1% | -22.1% | -20.9% |
| 30D | -30.9% | +32.9% | -63.8% | -40.8% |
| 3M | -15.1% | +20.0% | -35.1% | -24.1% |
| 6M | -6.5% | +36.4% | -42.9% | -24.0% |
| YTD | +98.4% | +7.8% | +90.6% | +79.3% |
| 1Y | +107.9% | +8.0% | +99.9% | +87.5% |
| 3Y | +325.3% | -3.5% | +328.8% | +304.0% |
| 5Y | +447.3% | +1.5% | +445.8% | +403.5% |
| 10Y | +763.2% | +198.5% | +564.7% | +333.4% |
| All | +2,979.8% | +3,310.0% | -330.2% | +359.9% |
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 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