+51.0%
ASML vs DE
+47.4%
+3.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +2.5% | +2.3% | +0.3% | +2.1% |
| 30D | -12.2% | +9.3% | -21.6% | -13.8% |
| 3M | -14.6% | +12.2% | -26.8% | -16.9% |
| 6M | -1.7% | +18.1% | -19.8% | -5.4% |
| YTD | +44.3% | +49.8% | -5.5% | +47.1% |
| 1Y | +51.0% | +46.4% | +4.6% | +53.6% |
| All | +51.0% | +47.4% | +3.6% | +53.6% |
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 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