+727.4%
ASML vs DBX
+12.3%
+715.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.0% | +12.2% | +8.1% |
| 7D | -0.8% | -8.6% | +7.7% | +1.7% |
| 30D | -14.9% | -5.2% | -9.7% | -13.9% |
| 3M | -13.0% | -6.4% | -6.6% | -12.4% |
| 6M | -4.7% | +12.7% | -17.4% | -11.4% |
| YTD | +42.3% | +17.2% | +25.1% | +28.8% |
| 1Y | +49.7% | +5.5% | +44.2% | +40.6% |
| 3Y | +144.3% | +24.1% | +120.2% | +106.1% |
| 5Y | +86.4% | +14.2% | +72.2% | +59.5% |
| All | +727.4% | +12.3% | +715.0% | +514.1% |
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 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