+108.6%
ASML vs DE
+92.1%
+16.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +10.0% | -8.9% | -2.5% |
| 30D | +2.2% | +13.3% | -11.1% | -2.7% |
| 3M | -2.3% | +17.5% | -19.8% | -8.3% |
| 6M | +23.0% | +13.6% | +9.4% | +16.6% |
| YTD | +61.1% | +49.8% | +11.3% | +36.3% |
| 1Y | +129.1% | +47.9% | +81.2% | +94.1% |
| 3Y | +165.4% | +72.5% | +92.8% | +106.3% |
| All | +108.6% | +92.1% | +16.4% | +46.9% |
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