+3,582.5%
ASX vs DD
+653.7%
+2,928.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +7.0% |
| 7D | +0.8% | +3.2% | -2.4% | -0.1% |
| 30D | -20.4% | +20.3% | -40.7% | -26.6% |
| 3M | -2.1% | +8.2% | -10.3% | -5.4% |
| 6M | +8.2% | +3.4% | +4.8% | +7.1% |
| YTD | +137.3% | +30.6% | +106.6% | +110.8% |
| 1Y | +155.0% | +30.6% | +124.4% | +126.5% |
| 3Y | +397.9% | +91.1% | +306.8% | +265.0% |
| 5Y | +529.2% | +68.6% | +460.6% | +383.9% |
| 10Y | +1,007.5% | +99.9% | +907.6% | +626.3% |
| All | +3,582.5% | +653.7% | +2,928.8% | +1,084.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling