+3,552.3%
ASX vs DGX
+1,058.4%
+2,493.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | -1.3% | +21.4% | -22.7% | -6.8% |
| 6M | +71.4% | +14.7% | +56.7% | +64.2% |
| YTD | +135.3% | +38.4% | +96.9% | +114.0% |
| 1Y | +267.5% | +34.0% | +233.5% | +236.0% |
| 3Y | +388.5% | +92.7% | +295.8% | +298.4% |
| 5Y | +417.1% | +67.7% | +349.4% | +335.1% |
| 10Y | +872.7% | +248.0% | +624.7% | +560.6% |
| All | +3,552.3% | +1,058.4% | +2,493.9% | +1,893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling