+97,349.8%
ASML vs DE
+10,163.3%
+87,186.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +10.0% | -8.9% | -3.5% |
| 30D | +2.2% | +13.3% | -11.1% | -4.0% |
| 3M | -2.3% | +17.5% | -19.8% | -9.9% |
| 6M | +23.0% | +13.6% | +9.4% | +14.9% |
| YTD | +61.1% | +49.8% | +11.3% | +30.4% |
| 1Y | +129.1% | +47.9% | +81.2% | +85.8% |
| 3Y | +165.4% | +72.5% | +92.8% | +95.1% |
| 5Y | +109.5% | +90.2% | +19.2% | +42.1% |
| 10Y | +1,645.7% | +865.4% | +780.4% | +414.4% |
| All | +97,349.8% | +10,163.3% | +87,186.5% | +9,382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling