+479.4%
ASX vs DGX
+64.0%
+415.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +11.1% | -2.2% | +13.3% | +11.5% |
| 30D | +9.6% | -0.9% | +10.5% | +9.7% |
| 3M | +18.6% | +15.6% | +3.0% | +15.5% |
| 6M | +92.1% | +17.8% | +74.3% | +86.0% |
| YTD | +158.5% | +37.5% | +121.0% | +141.7% |
| 1Y | +271.9% | +31.2% | +240.7% | +250.4% |
| 3Y | +465.2% | +96.6% | +368.6% | +360.0% |
| 5Y | +479.4% | +64.9% | +414.5% | +362.2% |
| All | +479.4% | +64.0% | +415.5% | +362.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling