+46.6%
ASML vs DD
+31.6%
+15.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.9% | +0.3% | +2.4% |
| 7D | -0.8% | +9.8% | -10.6% | -6.4% |
| 30D | -14.9% | +19.3% | -34.2% | -23.9% |
| 3M | -13.0% | +9.4% | -22.3% | -17.8% |
| 6M | -4.7% | +4.8% | -9.5% | -7.7% |
| YTD | +42.3% | +30.2% | +12.1% | +22.3% |
| All | +46.6% | +31.6% | +15.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling