+415.3%
ASX vs DD
+58.5%
+356.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +5.8% |
| 7D | -19.9% | +4.6% | -24.5% | -21.8% |
| 30D | -30.9% | +11.8% | -42.7% | -35.1% |
| 3M | -15.1% | +2.2% | -17.2% | -15.9% |
| 6M | -6.5% | -1.6% | -4.8% | -5.1% |
| YTD | +98.4% | +23.0% | +75.4% | +76.7% |
| 1Y | +107.9% | +26.9% | +80.9% | +81.7% |
| 3Y | +325.3% | +77.9% | +247.4% | +194.4% |
| All | +415.3% | +58.5% | +356.8% | +272.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling