+84.0%
ASML vs DE
+102.8%
-18.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.7% |
| 7D | +10.4% | +2.3% | +8.0% | +9.5% |
| 30D | -12.7% | +4.4% | -17.2% | -14.1% |
| 3M | -17.2% | +9.8% | -27.0% | -20.5% |
| 6M | -1.3% | +15.8% | -17.1% | -7.3% |
| YTD | +40.8% | +47.0% | -6.2% | +19.2% |
| 1Y | +45.2% | +42.8% | +2.4% | +24.0% |
| 3Y | +131.8% | +88.9% | +42.9% | +71.1% |
| 5Y | +84.0% | +101.9% | -17.9% | +28.0% |
| All | +84.0% | +102.8% | -18.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling