+164.9%
ASML vs DD
+43.0%
+122.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +1.1% | -3.5% | +4.6% | +3.0% |
| 30D | +2.2% | -10.3% | +12.5% | +8.0% |
| 3M | -2.3% | -7.5% | +5.2% | +1.6% |
| 6M | +23.0% | -8.0% | +31.0% | +28.2% |
| YTD | +61.1% | +10.5% | +50.6% | +53.5% |
| 1Y | +129.1% | +38.3% | +90.8% | +94.7% |
| All | +164.9% | +43.0% | +122.0% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling