+75.5%
ASML vs DE
+99.7%
-24.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +4.6% |
| 7D | -9.0% | -0.6% | -8.4% | -8.8% |
| 30D | -21.0% | +2.3% | -23.2% | -21.8% |
| 3M | -16.3% | +9.5% | -25.8% | -19.6% |
| 6M | -7.5% | +14.1% | -21.6% | -12.7% |
| YTD | +34.0% | +45.4% | -11.4% | +13.7% |
| 1Y | +39.3% | +42.9% | -3.6% | +18.7% |
| 3Y | +128.9% | +84.8% | +44.0% | +70.1% |
| All | +75.5% | +99.7% | -24.2% | +22.2% |
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