+1,395.4%
ASML vs DAL
+127.0%
+1,268.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.2% |
| 7D | -9.0% | +8.8% | -17.8% | -11.9% |
| 30D | -21.0% | +5.4% | -26.4% | -22.7% |
| 3M | -16.3% | -4.9% | -11.4% | -15.0% |
| 6M | -7.5% | +19.8% | -27.4% | -14.2% |
| YTD | +34.0% | +27.0% | +7.0% | +21.4% |
| 1Y | +39.3% | +52.5% | -13.2% | +18.0% |
| 3Y | +128.9% | +173.8% | -45.0% | +49.6% |
| 5Y | +76.1% | +104.5% | -28.5% | +24.5% |
| All | +1,395.4% | +127.0% | +1,268.4% | +957.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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