+108.6%
ASML vs DBX
+7.0%
+101.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.1% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | +2.2% | -0.5% | +2.7% | +2.0% |
| 3M | -2.3% | +28.1% | -30.3% | -12.8% |
| 6M | +23.0% | +33.1% | -10.1% | +6.1% |
| YTD | +61.1% | +25.3% | +35.8% | +42.4% |
| 1Y | +129.1% | +18.3% | +110.8% | +106.0% |
| 3Y | +165.4% | +25.0% | +140.3% | +114.0% |
| All | +108.6% | +7.0% | +101.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling