+75.5%
ASML vs DELL
+542.5%
-467.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.4% | +3.7% |
| 7D | -9.0% | -22.6% | +13.6% | -0.8% |
| 30D | -21.0% | -43.2% | +22.2% | -4.6% |
| 3M | -16.3% | -24.8% | +8.5% | -9.6% |
| 6M | -7.5% | +38.0% | -45.5% | -24.1% |
| YTD | +34.0% | +163.7% | -129.8% | -17.2% |
| 1Y | +39.3% | +122.5% | -83.3% | -8.1% |
| 3Y | +128.9% | +377.0% | -248.1% | -8.6% |
| All | +75.5% | +542.5% | -467.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling