+3,354.6%
ASX vs DVA
+7,131.5%
-3,776.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.6% | +4.0% |
| 7D | -9.1% | -1.6% | -7.6% | -9.1% |
| 30D | -23.6% | 0.0% | -23.6% | -24.0% |
| 3M | -5.6% | -2.4% | -3.2% | -5.9% |
| 6M | +4.7% | -9.8% | +14.4% | +5.5% |
| YTD | +122.6% | +57.8% | +64.8% | +92.6% |
| 1Y | +133.0% | +49.2% | +83.8% | +104.3% |
| 3Y | +367.1% | +116.0% | +251.1% | +261.3% |
| 5Y | +504.7% | +68.5% | +436.2% | +378.1% |
| 10Y | +887.2% | +198.9% | +688.3% | +529.2% |
| All | +3,354.6% | +7,131.5% | -3,776.8% | +1,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling