+1,559.3%
ASML vs DD
+98.3%
+1,461.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | +10.4% | +6.7% | +3.6% | +6.5% |
| 30D | -12.7% | +19.4% | -32.1% | -20.9% |
| 3M | -17.2% | +7.6% | -24.8% | -20.5% |
| 6M | -1.3% | +2.9% | -4.2% | -3.1% |
| YTD | +40.8% | +29.9% | +10.9% | +21.5% |
| 1Y | +45.2% | +28.6% | +16.6% | +25.8% |
| 3Y | +131.8% | +90.0% | +41.8% | +57.3% |
| 5Y | +84.0% | +68.1% | +15.9% | +32.2% |
| All | +1,559.3% | +98.3% | +1,461.0% | +1,017.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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