+486.8%
ASX vs DVA
+64.3%
+422.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +12.4% | -8.8% | +21.2% | +13.2% |
| 30D | -19.8% | -3.4% | -16.4% | -19.7% |
| 3M | -10.3% | -2.6% | -7.7% | -10.5% |
| 6M | +1.2% | -11.9% | +13.1% | +1.9% |
| YTD | +123.0% | +53.6% | +69.4% | +109.3% |
| 1Y | +145.4% | +41.9% | +103.6% | +132.7% |
| 3Y | +368.6% | +97.5% | +271.1% | +317.1% |
| All | +486.8% | +64.3% | +422.5% | +450.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling