+476.3%
ASX vs DGX
+96.8%
+379.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +11.1% | -2.2% | +13.3% | +11.0% |
| 30D | +9.6% | -0.9% | +10.5% | +9.6% |
| 3M | +18.6% | +15.6% | +3.0% | +19.2% |
| 6M | +92.1% | +17.8% | +74.3% | +93.1% |
| YTD | +158.5% | +37.5% | +121.0% | +158.4% |
| 1Y | +271.9% | +31.2% | +240.7% | +272.1% |
| All | +476.3% | +96.8% | +379.5% | +468.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling