+3,433.5%
ASX vs DTE
+1,166.5%
+2,267.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +22.1% | +3.2% | +18.9% | +20.7% |
| 30D | -23.8% | +8.5% | -32.2% | -26.2% |
| 3M | -7.6% | +1.3% | -8.9% | -8.1% |
| 6M | +6.9% | -0.7% | +7.6% | +6.5% |
| YTD | +127.7% | +10.6% | +117.0% | +116.3% |
| 1Y | +144.5% | +2.6% | +141.9% | +139.4% |
| 3Y | +377.8% | +56.5% | +321.3% | +282.5% |
| 5Y | +498.2% | +46.7% | +451.5% | +384.0% |
| 10Y | +962.7% | +150.4% | +812.3% | +535.2% |
| All | +3,433.5% | +1,166.5% | +2,267.0% | +1,129.1% |
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