+164.9%
ASML vs DE
+71.7%
+93.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +10.0% | -8.9% | -2.1% |
| 30D | +2.2% | +13.3% | -11.1% | -2.1% |
| 3M | -2.3% | +17.5% | -19.8% | -7.4% |
| 6M | +23.0% | +13.6% | +9.4% | +17.3% |
| YTD | +61.1% | +49.8% | +11.3% | +39.7% |
| 1Y | +129.1% | +47.9% | +81.2% | +98.9% |
| All | +164.9% | +71.7% | +93.2% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling