+77,094.7%
ASML vs DD
+877.1%
+76,217.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -7.4% |
| 7D | -19.0% | +3.1% | -22.1% | -20.3% |
| 30D | -25.9% | +8.7% | -34.7% | -29.1% |
| 3M | -19.1% | -1.2% | -17.8% | -18.7% |
| 6M | -5.7% | -1.1% | -4.7% | -5.4% |
| YTD | +27.6% | +21.7% | +5.9% | +15.3% |
| 1Y | +30.8% | +24.0% | +6.7% | +16.8% |
| 3Y | +116.2% | +75.6% | +40.6% | +58.4% |
| 5Y | +67.7% | +58.2% | +9.5% | +30.1% |
| 10Y | +1,355.3% | +88.0% | +1,267.3% | +861.7% |
| All | +77,094.7% | +877.1% | +76,217.6% | +15,945.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling