+129.1%
ASML vs DFNS
-98.3%
+227.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.2% |
| 7D | +1.1% | -16.0% | +17.1% | +1.1% |
| 30D | +2.2% | -77.7% | +79.9% | +2.0% |
| 3M | -2.3% | -77.2% | +74.9% | +12.1% |
| 6M | +23.0% | -95.2% | +118.2% | +54.4% |
| YTD | +61.1% | -98.0% | +159.0% | +114.8% |
| 1Y | +129.1% | -98.3% | +227.4% | +190.4% |
| All | +129.1% | -98.3% | +227.4% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling