+371.4%
ASX vs DTE
+55.3%
+316.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.9% |
| 7D | -12.3% | +1.8% | -14.1% | -12.1% |
| 30D | -26.0% | +9.0% | -35.0% | -25.0% |
| 3M | -8.1% | -0.2% | -7.9% | -8.1% |
| 6M | +1.4% | +0.1% | +1.3% | +1.1% |
| YTD | +115.6% | +10.0% | +105.6% | +115.9% |
| 1Y | +128.0% | +4.7% | +123.4% | +127.6% |
| 3Y | +371.4% | +55.7% | +315.7% | +346.4% |
| All | +371.4% | +55.3% | +316.1% | +346.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling