+164.9%
ASML vs DELL
+708.2%
-543.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | +1.1% | +14.9% | -13.8% | -3.2% |
| 30D | +2.2% | +13.3% | -11.1% | -2.2% |
| 3M | -2.3% | +24.4% | -26.7% | -9.7% |
| 6M | +23.0% | +258.0% | -235.0% | -21.0% |
| YTD | +61.1% | +320.2% | -259.1% | -3.2% |
| 1Y | +129.1% | +319.1% | -189.9% | +35.9% |
| All | +164.9% | +708.2% | -543.2% | +14.2% |
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