+432.3%
ASX vs ROST
+111.8%
+320.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | +0.9% | -1.7% | -1.1% |
| 30D | +2.0% | -8.9% | +10.9% | +5.7% |
| 3M | -1.3% | -0.8% | -0.5% | -1.7% |
| 6M | +71.4% | +8.5% | +63.0% | +63.9% |
| YTD | +135.3% | +28.6% | +106.7% | +108.8% |
| 1Y | +267.5% | +52.3% | +215.1% | +202.0% |
| 3Y | +388.5% | +94.8% | +293.6% | +257.8% |
| All | +432.3% | +111.8% | +320.5% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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