+67.7%
ASML vs DD
+59.7%
+7.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -6.8% |
| 7D | -19.0% | +3.1% | -22.1% | -20.7% |
| 30D | -25.9% | +8.7% | -34.7% | -30.0% |
| 3M | -19.1% | -1.2% | -17.8% | -18.6% |
| 6M | -5.7% | -1.1% | -4.7% | -5.4% |
| YTD | +27.6% | +21.7% | +5.9% | +11.1% |
| 1Y | +30.8% | +24.0% | +6.7% | +12.2% |
| 3Y | +116.2% | +75.6% | +40.6% | +38.3% |
| 5Y | +67.7% | +58.2% | +9.5% | +11.1% |
| All | +67.7% | +59.7% | +7.9% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling