+1,644.6%
ASML vs DAR
+352.7%
+1,291.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +1.1% | +1.4% | -0.2% | +0.6% |
| 30D | +2.2% | +12.8% | -10.6% | -2.5% |
| 3M | -2.3% | +7.4% | -9.7% | -5.3% |
| 6M | +23.0% | +22.3% | +0.7% | +12.8% |
| YTD | +61.1% | +81.1% | -20.0% | +27.9% |
| 1Y | +129.1% | +106.5% | +22.6% | +71.6% |
| 3Y | +165.4% | +5.3% | +160.1% | +144.1% |
| 5Y | +109.5% | -11.5% | +121.0% | +100.5% |
| All | +1,644.6% | +352.7% | +1,291.9% | +697.1% |
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