+133.0%
ASX vs DVA
+47.6%
+85.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.6% | +3.1% |
| 7D | -9.1% | -1.6% | -7.6% | -9.3% |
| 30D | -23.6% | 0.0% | -23.6% | -23.6% |
| 3M | -5.6% | -2.4% | -3.2% | -5.7% |
| 6M | +4.7% | -9.8% | +14.4% | +5.0% |
| YTD | +122.6% | +57.8% | +64.8% | +126.8% |
| 1Y | +133.0% | +49.2% | +83.8% | +138.0% |
| All | +133.0% | +47.6% | +85.5% | +138.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling