+913.4%
ASX vs DD
+69.4%
+844.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +6.3% | -0.6% | +6.9% | +6.6% |
| 30D | +6.4% | -7.4% | +13.8% | +10.5% |
| 3M | +13.1% | -6.4% | +19.6% | +17.0% |
| 6M | +90.3% | -2.5% | +92.8% | +93.2% |
| YTD | +149.6% | +10.2% | +139.4% | +138.6% |
| 1Y | +249.2% | +36.9% | +212.2% | +198.9% |
| 3Y | +445.9% | +47.0% | +398.9% | +342.4% |
| 5Y | +477.7% | +63.1% | +414.6% | +341.0% |
| 10Y | +913.4% | +68.2% | +845.2% | +537.3% |
| All | +913.4% | +69.4% | +844.0% | +537.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling