+855.3%
ASX vs DD
+69.7%
+785.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | +1.0% |
| 30D | +2.0% | -10.3% | +12.3% | +7.6% |
| 3M | -1.3% | -7.5% | +6.2% | +2.7% |
| 6M | +71.4% | -8.0% | +79.4% | +79.0% |
| YTD | +135.3% | +10.5% | +124.9% | +124.7% |
| 1Y | +267.5% | +38.3% | +229.2% | +213.2% |
| 3Y | +388.5% | +42.5% | +346.0% | +301.7% |
| 5Y | +417.1% | +60.2% | +356.9% | +297.9% |
| All | +855.3% | +69.7% | +785.6% | +500.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling