+963.7%
ASX vs DGX
+249.5%
+714.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.7% |
| 7D | +6.5% | -3.5% | +9.9% | +7.6% |
| 30D | +3.1% | -2.7% | +5.8% | +3.9% |
| 3M | +17.4% | +13.9% | +3.5% | +12.2% |
| 6M | +85.4% | +16.0% | +69.4% | +75.6% |
| YTD | +150.1% | +34.9% | +115.1% | +125.0% |
| 1Y | +256.3% | +30.6% | +225.7% | +222.7% |
| 3Y | +446.9% | +93.0% | +353.9% | +319.0% |
| 5Y | +447.1% | +64.4% | +382.7% | +340.5% |
| All | +963.7% | +249.5% | +714.2% | +537.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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