+1,504.8%
ASML vs DE
+798.9%
+706.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +4.9% |
| 7D | -0.8% | +3.5% | -4.4% | -2.3% |
| 30D | -14.9% | +11.3% | -26.2% | -19.0% |
| 3M | -13.0% | +11.6% | -24.6% | -17.8% |
| 6M | -4.7% | +20.9% | -25.6% | -13.4% |
| YTD | +42.3% | +49.7% | -7.3% | +15.6% |
| 1Y | +49.7% | +49.5% | +0.3% | +21.2% |
| 3Y | +144.3% | +94.7% | +49.6% | +69.3% |
| 5Y | +86.4% | +107.4% | -21.0% | +20.8% |
| 10Y | +1,504.8% | +793.2% | +711.7% | +486.4% |
| All | +1,504.8% | +798.9% | +706.0% | +486.4% |
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