+1,557.1%
ASML vs DD
+97.1%
+1,460.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +4.9% | +5.0% | 0.0% | +2.2% |
| 30D | -9.3% | +19.7% | -29.0% | -17.9% |
| 3M | -19.0% | +7.2% | -26.2% | -22.1% |
| 6M | -5.2% | +1.0% | -6.3% | -6.0% |
| YTD | +40.6% | +29.1% | +11.5% | +21.7% |
| 1Y | +47.5% | +28.5% | +19.0% | +27.8% |
| 3Y | +133.9% | +89.4% | +44.4% | +58.9% |
| 5Y | +83.8% | +67.1% | +16.6% | +32.5% |
| All | +1,557.1% | +97.1% | +1,460.0% | +1,019.7% |
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