+1,557.1%
ASML vs DE
+762.0%
+795.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -9.3% | +3.6% | -12.8% | -10.7% |
| 3M | -19.0% | +10.2% | -29.2% | -23.0% |
| 6M | -5.2% | +16.6% | -21.8% | -12.4% |
| YTD | +40.6% | +45.8% | -5.2% | +15.5% |
| 1Y | +47.5% | +43.9% | +3.6% | +21.5% |
| 3Y | +133.9% | +89.6% | +44.3% | +63.9% |
| 5Y | +83.8% | +100.3% | -16.5% | +21.0% |
| All | +1,557.1% | +762.0% | +795.1% | +510.7% |
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