+117.9%
ASML vs DFNS
-100.0%
+217.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -19.6% | +10.3% | -9.3% |
| 7D | -19.0% | -37.4% | +18.4% | -19.0% |
| 30D | -25.9% | -65.8% | +39.9% | -25.8% |
| 3M | -19.1% | -95.0% | +76.0% | -18.6% |
| 6M | -5.7% | -95.8% | +90.1% | -5.4% |
| YTD | +27.6% | -99.5% | +127.1% | +28.8% |
| 1Y | +30.8% | -99.7% | +130.5% | +32.3% |
| All | +117.9% | -100.0% | +217.9% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling