+863.7%
ASML vs DBX
+16.6%
+847.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.9% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | +1.4% | -2.9% | +4.2% | +2.0% |
| 3M | +1.0% | +23.8% | -22.8% | -7.6% |
| 6M | +37.0% | +26.2% | +10.8% | +22.7% |
| YTD | +65.8% | +21.6% | +44.1% | +49.9% |
| 1Y | +123.1% | +11.4% | +111.7% | +107.1% |
| 3Y | +188.2% | +21.3% | +166.9% | +149.0% |
| 5Y | +115.6% | +6.7% | +108.9% | +90.1% |
| All | +863.7% | +16.6% | +847.1% | +614.5% |
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