+8.2%
ASML vs DECK
-10.6%
+18.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.0% | -9.6% | -3.3% |
| 7D | -10.0% | +10.4% | -20.4% | -9.7% |
| 30D | -19.4% | +11.1% | -30.5% | -19.2% |
| 3M | -12.5% | -10.8% | -1.7% | -12.1% |
| 6M | +8.2% | -8.7% | +17.0% | +6.6% |
| All | +8.2% | -10.6% | +18.8% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling