+842.6%
ASX vs DD
+105.4%
+737.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.9% | +2.7% | +5.7% |
| 7D | -12.3% | +9.8% | -22.1% | -15.9% |
| 30D | -26.0% | +19.3% | -45.3% | -31.9% |
| 3M | -8.1% | +9.4% | -17.5% | -11.8% |
| 6M | +1.4% | +4.8% | -3.4% | -0.4% |
| YTD | +115.6% | +30.2% | +85.3% | +90.3% |
| 1Y | +128.0% | +32.2% | +95.8% | +99.8% |
| 3Y | +371.4% | +93.1% | +278.3% | +236.6% |
| 5Y | +469.4% | +68.0% | +401.4% | +327.3% |
| 10Y | +842.6% | +98.5% | +744.2% | +466.7% |
| All | +842.6% | +105.4% | +737.3% | +466.7% |
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