+1,580.6%
ASML vs DE
+790.2%
+790.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +2.5% | +2.3% | +0.3% | +1.7% |
| 30D | -12.2% | +9.3% | -21.6% | -15.8% |
| 3M | -14.6% | +12.2% | -26.8% | -19.5% |
| 6M | -1.7% | +18.1% | -19.8% | -9.8% |
| YTD | +44.3% | +49.8% | -5.5% | +17.1% |
| 1Y | +51.0% | +46.4% | +4.6% | +23.5% |
| 3Y | +137.6% | +92.5% | +45.1% | +65.5% |
| 5Y | +92.7% | +107.4% | -14.7% | +24.9% |
| 10Y | +1,580.6% | +784.1% | +796.5% | +511.6% |
| All | +1,580.6% | +790.2% | +790.4% | +511.6% |
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