-5.7%
ASML vs DE
+14.5%
-20.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.8% |
| 7D | -19.0% | +0.5% | -19.5% | -19.1% |
| 30D | -25.9% | -2.9% | -23.1% | -25.0% |
| 3M | -19.1% | +8.6% | -27.7% | -21.9% |
| 6M | -5.7% | +15.8% | -21.5% | -11.1% |
| All | -5.7% | +14.5% | -20.2% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling