+498.2%
ASX vs DT
-39.3%
+537.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.5% |
| 7D | +22.1% | +2.7% | +19.4% | +21.2% |
| 30D | -23.8% | -30.4% | +6.6% | -15.5% |
| 3M | -7.6% | -9.4% | +1.8% | -5.1% |
| 6M | +6.9% | +14.5% | -7.6% | +0.6% |
| YTD | +127.7% | +3.6% | +124.1% | +118.7% |
| 1Y | +144.5% | -3.4% | +148.0% | +140.7% |
| 3Y | +377.8% | -11.1% | +388.9% | +371.4% |
| 5Y | +498.2% | -39.5% | +537.7% | +481.7% |
| All | +498.2% | -39.3% | +537.6% | +481.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling