+77,094.7%
ASML vs DE
+9,739.5%
+67,355.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.4% |
| 7D | -19.0% | +0.5% | -19.5% | -19.3% |
| 30D | -25.9% | -2.9% | -23.1% | -25.2% |
| 3M | -19.1% | +8.6% | -27.7% | -22.8% |
| 6M | -5.7% | +15.8% | -21.5% | -13.0% |
| YTD | +27.6% | +43.6% | -16.0% | +4.9% |
| 1Y | +30.8% | +41.6% | -10.9% | +7.9% |
| 3Y | +116.2% | +80.7% | +35.6% | +54.9% |
| 5Y | +67.7% | +99.3% | -31.6% | +11.3% |
| 10Y | +1,355.3% | +777.0% | +578.3% | +347.0% |
| All | +77,094.7% | +9,739.5% | +67,355.2% | +7,528.2% |
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 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