+129.1%
ASML vs DG
+23.4%
+105.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.3% |
| 7D | +1.1% | +8.4% | -7.3% | +1.8% |
| 30D | +2.2% | +4.9% | -2.8% | +2.7% |
| 3M | -2.3% | +29.3% | -31.6% | -1.7% |
| 6M | +23.0% | -11.3% | +34.2% | +22.5% |
| YTD | +61.1% | +1.8% | +59.3% | +62.5% |
| 1Y | +129.1% | +25.3% | +103.8% | +137.5% |
| All | +129.1% | +23.4% | +105.7% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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