+398.5%
ASX vs DT
-12.5%
+411.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.3% |
| 7D | +0.8% | -5.4% | +6.3% | +2.1% |
| 30D | -20.4% | -32.2% | +11.8% | -15.4% |
| 3M | -2.1% | -10.9% | +8.8% | +0.4% |
| 6M | +8.2% | +10.0% | -1.8% | +6.2% |
| YTD | +137.3% | +2.1% | +135.2% | +136.1% |
| 1Y | +155.0% | -5.5% | +160.5% | +159.9% |
| All | +398.5% | -12.5% | +411.0% | +378.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling