+415.3%
ASX vs ROST
+103.5%
+311.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.1% |
| 7D | -19.9% | +1.2% | -21.2% | -20.1% |
| 30D | -30.9% | +2.5% | -33.3% | -31.6% |
| 3M | -15.1% | -9.0% | -6.1% | -12.1% |
| 6M | -6.5% | +1.3% | -7.8% | -8.2% |
| YTD | +98.4% | +29.1% | +69.4% | +75.1% |
| 1Y | +107.9% | +45.4% | +62.4% | +73.7% |
| 3Y | +325.3% | +94.9% | +230.4% | +209.3% |
| All | +415.3% | +103.5% | +311.8% | +241.0% |
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