+283.5%
ASML vs DFNS
-100.0%
+383.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -12.2% | +17.2% | +5.0% |
| 7D | -9.0% | -44.0% | +35.0% | -8.9% |
| 30D | -21.0% | -69.1% | +48.2% | -20.8% |
| 3M | -16.3% | -95.6% | +79.3% | -15.8% |
| 6M | -7.5% | -96.2% | +88.6% | -7.2% |
| YTD | +34.0% | -99.6% | +133.6% | +35.3% |
| 1Y | +39.3% | -99.7% | +139.0% | +40.8% |
| 3Y | +128.9% | -100.0% | +228.8% | +121.3% |
| 5Y | +76.1% | -100.0% | +176.1% | +82.7% |
| All | +283.5% | -100.0% | +383.4% | +311.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling