+39.3%
ASML vs DD
+26.6%
+12.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.3% |
| 7D | -9.0% | +4.6% | -13.6% | -11.4% |
| 30D | -21.0% | +11.8% | -32.7% | -26.3% |
| 3M | -16.3% | +2.2% | -18.5% | -17.4% |
| 6M | -7.5% | -1.6% | -5.9% | -6.7% |
| YTD | +34.0% | +23.0% | +11.0% | +20.1% |
| 1Y | +39.3% | +26.9% | +12.3% | +24.8% |
| All | +39.3% | +26.6% | +12.7% | +24.8% |
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