+1,395.4%
ASML vs D
+42.6%
+1,352.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.2% |
| 7D | -9.0% | +3.0% | -12.0% | -9.4% |
| 30D | -21.0% | +11.5% | -32.5% | -22.2% |
| 3M | -16.3% | +3.7% | -20.0% | -16.8% |
| 6M | -7.5% | +13.5% | -21.1% | -9.5% |
| YTD | +34.0% | +20.7% | +13.3% | +29.7% |
| 1Y | +39.3% | +18.2% | +21.0% | +35.2% |
| 3Y | +128.9% | +73.3% | +55.5% | +102.6% |
| 5Y | +76.1% | +12.3% | +63.8% | +72.3% |
| All | +1,395.4% | +42.6% | +1,352.8% | +1,317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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