+1,534.9%
ASML vs DD
+100.9%
+1,434.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -3.8% |
| 30D | -15.2% | +20.7% | -35.9% | -23.6% |
| 3M | -12.9% | +11.3% | -24.2% | -18.0% |
| 6M | -5.0% | +6.0% | -11.0% | -8.3% |
| YTD | +41.8% | +31.7% | +10.1% | +21.4% |
| 1Y | +46.0% | +32.2% | +13.8% | +24.6% |
| 3Y | +133.5% | +92.7% | +40.8% | +57.2% |
| 5Y | +93.0% | +72.1% | +20.9% | +37.0% |
| 10Y | +1,534.9% | +99.7% | +1,435.3% | +969.6% |
| All | +1,534.9% | +100.9% | +1,434.0% | +969.6% |
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