+46.1%
ASML vs DBX
+22.5%
+23.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -2.6% |
| 7D | -10.0% | -1.1% | -8.9% | -10.3% |
| 30D | -19.4% | +5.0% | -24.5% | -18.1% |
| 3M | -12.5% | +4.6% | -17.1% | -10.8% |
| 6M | +8.2% | +43.9% | -35.7% | +20.1% |
| YTD | +40.7% | +29.9% | +10.9% | +52.4% |
| 1Y | +46.1% | +24.6% | +21.5% | +58.1% |
| All | +46.1% | +22.5% | +23.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling