+1,600.6%
ASML vs DD
+99.5%
+1,501.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.5% | +3.2% | -0.7% | +1.0% |
| 30D | -12.2% | +20.3% | -32.5% | -20.8% |
| 3M | -14.6% | +8.2% | -22.8% | -18.3% |
| 6M | -1.7% | +3.4% | -5.2% | -3.8% |
| YTD | +44.3% | +30.6% | +13.7% | +24.1% |
| 1Y | +51.0% | +30.6% | +20.3% | +29.7% |
| 3Y | +137.6% | +91.1% | +46.5% | +60.7% |
| 5Y | +92.7% | +68.6% | +24.1% | +38.3% |
| All | +1,600.6% | +99.5% | +1,501.1% | +1,041.5% |
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