+963.7%
ASX vs DTE
+141.0%
+822.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | +6.5% | -2.0% | +8.5% | +7.1% |
| 30D | +3.1% | -2.4% | +5.5% | +3.8% |
| 3M | +17.4% | -7.3% | +24.7% | +19.5% |
| 6M | +85.4% | -7.6% | +93.1% | +88.4% |
| YTD | +150.1% | +5.8% | +144.3% | +143.5% |
| 1Y | +256.3% | +2.3% | +254.0% | +249.8% |
| 3Y | +446.9% | +45.0% | +401.8% | +367.2% |
| 5Y | +447.1% | +33.2% | +413.9% | +376.2% |
| All | +963.7% | +141.0% | +822.7% | +609.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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