+84.2%
ASML vs DECK
+31.2%
+52.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.0% | -9.6% | -5.7% |
| 7D | -10.0% | +10.4% | -20.4% | -13.2% |
| 30D | -19.4% | +11.1% | -30.5% | -22.7% |
| 3M | -12.5% | -10.8% | -1.7% | -9.6% |
| 6M | +8.2% | -8.7% | +17.0% | +9.7% |
| YTD | +40.7% | -14.0% | +54.8% | +44.3% |
| 1Y | +46.1% | +12.0% | +34.1% | +34.7% |
| 3Y | +138.5% | -10.5% | +148.9% | +107.7% |
| 5Y | +84.2% | +28.5% | +55.7% | +22.8% |
| All | +84.2% | +31.2% | +52.9% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling