+133.9%
ASML vs DELL
+394.1%
-260.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.0% | +2.0% |
| 7D | +4.9% | +4.9% | +0.1% | +3.2% |
| 30D | -9.3% | -32.1% | +22.8% | +0.7% |
| 3M | -19.0% | -30.2% | +11.3% | -11.7% |
| 6M | -5.2% | +41.7% | -46.9% | -19.4% |
| YTD | +40.6% | +176.6% | -136.0% | -5.3% |
| 1Y | +47.5% | +159.9% | -112.4% | +1.0% |
| 3Y | +133.9% | +388.0% | -254.1% | +22.6% |
| All | +133.9% | +394.1% | -260.3% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling