+313.0%
ASML vs DFNS
-100.0%
+412.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -11.0% | +1.7% |
| 7D | +2.5% | -13.0% | +15.5% | +2.6% |
| 30D | -12.2% | -56.9% | +44.7% | -12.1% |
| 3M | -14.6% | -93.2% | +78.6% | -14.2% |
| 6M | -1.7% | -95.4% | +93.7% | -1.5% |
| YTD | +44.3% | -99.5% | +143.8% | +45.7% |
| 1Y | +51.0% | -99.6% | +150.6% | +52.5% |
| 3Y | +137.6% | -100.0% | +237.6% | +130.8% |
| 5Y | +92.7% | -100.0% | +192.7% | +99.8% |
| All | +313.0% | -100.0% | +412.9% | +342.5% |
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