+3,552.3%
ASX vs DVA
+7,321.4%
-3,769.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | +2.0% | -2.5% | +4.5% | +2.5% |
| 3M | -1.3% | -4.3% | +2.9% | -1.0% |
| 6M | +71.4% | +18.9% | +52.6% | +61.9% |
| YTD | +135.3% | +61.9% | +73.4% | +104.1% |
| 1Y | +267.5% | +35.7% | +231.8% | +231.5% |
| 3Y | +388.5% | +78.6% | +309.8% | +297.3% |
| 5Y | +417.1% | +39.2% | +377.9% | +334.9% |
| 10Y | +872.7% | +184.0% | +688.7% | +534.1% |
| All | +3,552.3% | +7,321.4% | -3,769.2% | +1,129.2% |
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