+3,245.6%
ASX vs DTE
+1,158.8%
+2,086.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +7.7% |
| 7D | -12.3% | +1.8% | -14.1% | -12.7% |
| 30D | -26.0% | +9.0% | -35.0% | -28.5% |
| 3M | -8.1% | -0.2% | -7.9% | -8.1% |
| 6M | +1.4% | +0.1% | +1.3% | +0.7% |
| YTD | +115.6% | +10.0% | +105.6% | +105.3% |
| 1Y | +128.0% | +4.7% | +123.4% | +121.4% |
| 3Y | +371.4% | +55.7% | +315.7% | +278.1% |
| 5Y | +469.4% | +45.1% | +424.3% | +362.6% |
| 10Y | +842.6% | +145.1% | +697.6% | +468.8% |
| All | +3,245.6% | +1,158.8% | +2,086.8% | +1,066.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling