+954.6%
ASX vs DVA
+181.7%
+772.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.5% |
| 7D | +6.3% | +2.2% | +4.1% | +5.9% |
| 30D | +6.4% | -2.0% | +8.4% | +6.7% |
| 3M | +13.1% | -6.3% | +19.4% | +13.8% |
| 6M | +90.3% | +19.4% | +70.9% | +82.1% |
| YTD | +149.6% | +58.5% | +91.1% | +124.9% |
| 1Y | +249.2% | +33.9% | +215.3% | +224.4% |
| 3Y | +445.9% | +88.4% | +357.4% | +358.7% |
| 5Y | +477.7% | +39.5% | +438.2% | +408.6% |
| All | +954.6% | +181.7% | +772.9% | +673.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling