+392.6%
ASX vs DT
+9.0%
+383.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | +2.0% | +2.0% | -0.1% | +1.5% |
| 3M | -1.3% | +20.0% | -21.3% | -4.8% |
| 6M | +71.4% | +39.3% | +32.1% | +57.5% |
| YTD | +135.3% | +19.8% | +115.6% | +125.6% |
| 1Y | +267.5% | +4.3% | +263.2% | +267.4% |
| All | +392.6% | +9.0% | +383.7% | +353.4% |
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 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