-100.0%
DFNS vs ASX
+954.0%
-1,054.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.6% | +6.1% | +12.8% |
| 7D | -13.0% | +0.8% | -13.8% | -12.9% |
| 30D | -56.9% | -20.4% | -36.4% | -57.4% |
| 3M | -93.2% | -2.1% | -91.1% | -93.2% |
| 6M | -95.4% | +8.2% | -103.7% | -95.3% |
| YTD | -99.5% | +137.3% | -236.8% | -99.4% |
| 1Y | -99.6% | +155.0% | -254.6% | -99.6% |
| 3Y | -100.0% | +397.9% | -497.9% | -100.0% |
| 5Y | -100.0% | +529.2% | -629.2% | -100.0% |
| All | -100.0% | +954.0% | -1,054.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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