+2,979.8%
ASX vs DE
+6,681.3%
-3,701.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.2% | +5.9% |
| 7D | -19.9% | -0.6% | -19.4% | -19.6% |
| 30D | -30.9% | +2.3% | -33.1% | -31.7% |
| 3M | -15.1% | +9.5% | -24.6% | -18.9% |
| 6M | -6.5% | +14.1% | -20.6% | -12.2% |
| YTD | +98.4% | +45.4% | +53.0% | +65.7% |
| 1Y | +107.9% | +42.9% | +65.0% | +74.3% |
| 3Y | +325.3% | +84.8% | +240.4% | +211.9% |
| 5Y | +447.3% | +101.8% | +345.5% | +275.4% |
| 10Y | +763.2% | +788.0% | -24.8% | +185.0% |
| All | +2,979.8% | +6,681.3% | -3,701.6% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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