+985.0%
ASX vs DT
+72.4%
+912.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +8.3% |
| 7D | -12.3% | -20.2% | +8.0% | -6.5% |
| 30D | -26.0% | -30.8% | +4.8% | -17.8% |
| 3M | -8.1% | -10.2% | +2.1% | -5.5% |
| 6M | +1.4% | +8.0% | -6.6% | -2.8% |
| YTD | +115.6% | +1.5% | +114.1% | +108.0% |
| 1Y | +128.0% | -6.9% | +134.9% | +126.0% |
| 3Y | +371.4% | -10.9% | +382.3% | +363.7% |
| 5Y | +469.4% | -42.2% | +511.6% | +500.9% |
| All | +985.0% | +72.4% | +912.6% | +708.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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