+117.9%
ASML vs DBX
+37.6%
+80.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -9.3% |
| 7D | -19.0% | -1.5% | -17.6% | -19.0% |
| 30D | -25.9% | +6.0% | -32.0% | -26.3% |
| 3M | -19.1% | +2.2% | -21.2% | -19.4% |
| 6M | -5.7% | +40.7% | -46.5% | -10.7% |
| YTD | +27.6% | +28.6% | -1.0% | +23.1% |
| 1Y | +30.8% | +22.8% | +8.0% | +27.3% |
| All | +117.9% | +37.6% | +80.3% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling