-16.3%
ASML vs DELL
-27.0%
+10.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.4% | +3.9% |
| 7D | -9.0% | -22.6% | +13.6% | -2.5% |
| 30D | -21.0% | -43.2% | +22.2% | -10.0% |
| 3M | -16.3% | -24.8% | +8.5% | -8.3% |
| All | -16.3% | -27.0% | +10.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 3mo: compounded portfolio wealth divided by compounded DELL 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…
3mo analysis · Full analysis span regression · Available span rolling