+46.1%
ASML vs DG
+45.3%
+0.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.5% | -12.1% | -2.1% |
| 7D | -10.0% | +12.3% | -22.3% | -8.1% |
| 30D | -19.4% | +19.3% | -38.7% | -17.2% |
| 3M | -12.5% | +11.9% | -24.3% | -10.5% |
| 6M | +8.2% | +25.0% | -16.7% | +10.7% |
| YTD | +40.7% | +8.7% | +32.0% | +44.9% |
| 1Y | +46.1% | +44.7% | +1.4% | +56.6% |
| All | +46.1% | +45.3% | +0.9% | +56.6% |
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