+738.9%
ASML vs DBX
+14.3%
+724.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.6% | +1.0% |
| 7D | +2.5% | -8.1% | +10.7% | +5.1% |
| 30D | -12.2% | -4.9% | -7.3% | -11.2% |
| 3M | -14.6% | -2.7% | -11.9% | -15.1% |
| 6M | -1.7% | +25.2% | -26.9% | -11.9% |
| YTD | +44.3% | +19.3% | +25.0% | +29.9% |
| 1Y | +51.0% | +6.6% | +44.4% | +41.5% |
| 3Y | +137.6% | +24.6% | +113.0% | +100.4% |
| 5Y | +92.7% | +23.5% | +69.2% | +61.0% |
| All | +738.9% | +14.3% | +724.6% | +519.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling