+2,793.8%
ASX vs DRI
+3,366.2%
-572.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.8% | -19.9% | -20.5% |
| 7D | -33.3% | +3.7% | -37.0% | -34.0% |
| 30D | -36.5% | +13.5% | -50.0% | -39.0% |
| 3M | -19.2% | +10.4% | -29.6% | -22.1% |
| 6M | -10.2% | +19.5% | -29.7% | -16.0% |
| YTD | +86.5% | +28.2% | +58.2% | +70.3% |
| 1Y | +89.6% | +31.0% | +58.6% | +71.8% |
| 3Y | +298.6% | +67.1% | +231.5% | +229.6% |
| 5Y | +414.3% | +74.7% | +339.6% | +318.2% |
| 10Y | +711.1% | +376.2% | +334.9% | +343.9% |
| All | +2,793.8% | +3,366.2% | -572.4% | +787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling