+84.2%
ASML vs D
+15.9%
+68.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -3.5% |
| 7D | -10.0% | +8.5% | -18.5% | -10.0% |
| 30D | -19.4% | +14.3% | -33.7% | -19.4% |
| 3M | -12.5% | +1.8% | -14.3% | -12.3% |
| 6M | +8.2% | +13.0% | -4.8% | +8.0% |
| YTD | +40.7% | +22.7% | +18.0% | +39.9% |
| 1Y | +46.1% | +22.6% | +23.5% | +45.2% |
| 3Y | +138.5% | +84.2% | +54.3% | +120.4% |
| 5Y | +84.2% | +15.8% | +68.4% | +99.7% |
| All | +84.2% | +15.9% | +68.3% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling