+85,040.9%
ASML vs DAR
+1,020.7%
+84,020.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.4% |
| 7D | -10.0% | -5.7% | -4.3% | -9.5% |
| 30D | -19.4% | -16.6% | -2.9% | -18.0% |
| 3M | -12.5% | -13.1% | +0.6% | -11.4% |
| 6M | +8.2% | -18.8% | +27.0% | +10.2% |
| YTD | +40.7% | +45.3% | -4.6% | +35.2% |
| 1Y | +46.1% | +60.6% | -14.5% | +39.0% |
| 3Y | +138.5% | +15.7% | +122.8% | +131.4% |
| 5Y | +84.2% | -37.6% | +121.7% | +88.3% |
| 10Y | +1,505.1% | +292.1% | +1,213.1% | +1,307.1% |
| All | +85,040.9% | +1,020.7% | +84,020.2% | +71,641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling