+1,670.8%
ASML vs DE
+863.7%
+807.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +10.0% | -8.9% | -3.3% |
| 30D | +2.2% | +13.3% | -11.1% | -3.8% |
| 3M | -2.3% | +17.5% | -19.8% | -9.6% |
| 6M | +23.0% | +13.6% | +9.4% | +15.2% |
| YTD | +61.1% | +49.8% | +11.3% | +31.1% |
| 1Y | +129.1% | +47.9% | +81.2% | +86.8% |
| 3Y | +165.4% | +72.5% | +92.8% | +95.5% |
| 5Y | +109.5% | +90.2% | +19.2% | +41.6% |
| All | +1,670.8% | +863.7% | +807.2% | +473.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling