+445.9%
ASX vs DTE
+48.7%
+397.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.2% |
| 7D | +6.3% | +0.9% | +5.4% | +6.4% |
| 30D | +6.4% | -1.9% | +8.3% | +6.2% |
| 3M | +13.1% | -3.3% | +16.5% | +12.4% |
| 6M | +90.3% | -7.1% | +97.4% | +88.8% |
| YTD | +149.6% | +8.1% | +141.5% | +148.9% |
| 1Y | +249.2% | +5.3% | +243.9% | +247.4% |
| 3Y | +445.9% | +48.2% | +397.7% | +417.8% |
| All | +445.9% | +48.7% | +397.2% | +417.8% |
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 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