+249.2%
ASX vs DD
+37.3%
+211.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.2% |
| 3M | +13.1% | -6.4% | +19.6% | +17.6% |
| 6M | +90.3% | -2.5% | +92.8% | +95.7% |
| YTD | +149.6% | +10.2% | +139.4% | +152.1% |
| 1Y | +249.2% | +36.9% | +212.2% | +235.4% |
| All | +249.2% | +37.3% | +211.9% | +235.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling