+164.9%
ASML vs DECK
-3.0%
+167.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | +2.2% | -13.6% | +15.8% | +5.7% |
| 3M | -2.3% | -21.2% | +18.9% | +3.0% |
| 6M | +23.0% | -21.1% | +44.1% | +29.2% |
| YTD | +61.1% | -17.2% | +78.3% | +66.4% |
| 1Y | +129.1% | -30.7% | +159.9% | +146.6% |
| All | +164.9% | -3.0% | +167.9% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling