+128.9%
ASML vs DBX
+33.4%
+95.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.2% |
| 7D | -9.0% | -4.4% | -4.6% | -8.8% |
| 30D | -21.0% | +4.8% | -25.7% | -21.3% |
| 3M | -16.3% | +0.3% | -16.6% | -16.6% |
| 6M | -7.5% | +40.4% | -47.9% | -12.7% |
| YTD | +34.0% | +24.7% | +9.3% | +29.5% |
| 1Y | +39.3% | +20.9% | +18.4% | +35.1% |
| 3Y | +128.9% | +34.5% | +94.4% | +99.4% |
| All | +128.9% | +33.4% | +95.4% | +99.4% |
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