+1,323.9%
ASML vs DAR
+272.5%
+1,051.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.3% | -8.3% |
| 7D | -19.0% | -8.1% | -11.0% | -16.6% |
| 30D | -25.9% | -17.1% | -8.8% | -21.0% |
| 3M | -19.1% | -12.3% | -6.8% | -15.8% |
| 6M | -5.7% | -21.8% | +16.1% | +1.7% |
| YTD | +27.6% | +40.8% | -13.2% | +10.4% |
| 1Y | +30.8% | +57.4% | -26.6% | +8.4% |
| 3Y | +116.2% | +12.1% | +104.1% | +91.2% |
| 5Y | +67.7% | -40.2% | +107.9% | +85.8% |
| All | +1,323.9% | +272.5% | +1,051.4% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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