+477.7%
ASX vs DTE
+35.6%
+442.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.0% |
| 7D | +6.3% | +0.9% | +5.4% | +6.3% |
| 30D | +6.4% | -1.9% | +8.3% | +6.5% |
| 3M | +13.1% | -3.3% | +16.5% | +13.1% |
| 6M | +90.3% | -7.1% | +97.4% | +90.8% |
| YTD | +149.6% | +8.1% | +141.5% | +145.7% |
| 1Y | +249.2% | +5.3% | +243.9% | +244.2% |
| 3Y | +445.9% | +48.2% | +397.7% | +396.1% |
| 5Y | +477.7% | +33.2% | +444.5% | +423.9% |
| All | +477.7% | +35.6% | +442.1% | +423.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling