+2,979.8%
ASX vs ROST
+16,297.4%
-13,317.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.0% |
| 7D | -19.9% | +1.2% | -21.2% | -20.1% |
| 30D | -30.9% | +2.5% | -33.3% | -31.5% |
| 3M | -15.1% | -9.0% | -6.1% | -12.7% |
| 6M | -6.5% | +1.3% | -7.8% | -7.8% |
| YTD | +98.4% | +29.1% | +69.4% | +80.0% |
| 1Y | +107.9% | +45.4% | +62.4% | +80.7% |
| 3Y | +325.3% | +94.9% | +230.4% | +232.3% |
| 5Y | +447.3% | +104.0% | +343.3% | +311.2% |
| 10Y | +763.2% | +314.8% | +448.4% | +388.2% |
| All | +2,979.8% | +16,297.4% | -13,317.7% | +673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling