+46.1%
ASML vs DE
+49.6%
-3.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.9% |
| 7D | -10.0% | +5.6% | -15.6% | -11.0% |
| 30D | -19.4% | -0.8% | -18.6% | -19.3% |
| 3M | -12.5% | +9.8% | -22.3% | -14.5% |
| 6M | +8.2% | +17.5% | -9.3% | +4.3% |
| YTD | +40.7% | +46.5% | -5.7% | +42.6% |
| 1Y | +46.1% | +46.1% | 0.0% | +48.3% |
| All | +46.1% | +49.6% | -3.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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