+858.4%
ASX vs DLR
+160.5%
+698.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.3% |
| 30D | +2.0% | -3.4% | +5.3% | +3.4% |
| 3M | -1.3% | +0.5% | -1.8% | -2.1% |
| 6M | +71.4% | +4.6% | +66.9% | +67.6% |
| YTD | +135.3% | +23.4% | +111.9% | +115.2% |
| 1Y | +267.5% | +19.0% | +248.5% | +239.8% |
| 3Y | +388.5% | +56.5% | +332.0% | +305.6% |
| 5Y | +417.1% | +33.3% | +383.8% | +340.6% |
| All | +858.4% | +160.5% | +698.0% | +560.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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