+3,552.3%
ASX vs ROP
+2,814.0%
+738.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +2.0% |
| 7D | -0.7% | -4.4% | +3.7% | +1.5% |
| 30D | +2.0% | +3.2% | -1.2% | +0.1% |
| 3M | -1.3% | +23.1% | -24.4% | -13.4% |
| 6M | +71.4% | +13.3% | +58.1% | +55.3% |
| YTD | +135.3% | -7.9% | +143.2% | +134.5% |
| 1Y | +267.5% | -22.1% | +289.5% | +298.3% |
| 3Y | +388.5% | -16.8% | +405.3% | +409.3% |
| 5Y | +417.1% | -13.5% | +430.6% | +425.1% |
| 10Y | +872.7% | +137.7% | +735.1% | +458.4% |
| All | +3,552.3% | +2,814.0% | +738.3% | +501.3% |
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