+107.9%
ASX vs DRI
+30.3%
+77.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.4% |
| 7D | -19.9% | +2.8% | -22.7% | -19.7% |
| 30D | -30.9% | +13.3% | -44.1% | -30.5% |
| 3M | -15.1% | +8.2% | -23.3% | -14.6% |
| 6M | -6.5% | +17.5% | -24.0% | -7.4% |
| YTD | +98.4% | +26.9% | +71.5% | +94.8% |
| 1Y | +107.9% | +31.6% | +76.3% | +101.1% |
| All | +107.9% | +30.3% | +77.6% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling