+1,644.6%
ASML vs DG
+109.0%
+1,535.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | +1.1% | +8.4% | -7.3% | -0.3% |
| 30D | +2.2% | +4.9% | -2.8% | +1.3% |
| 3M | -2.3% | +29.3% | -31.6% | -7.2% |
| 6M | +23.0% | -11.3% | +34.2% | +25.0% |
| YTD | +61.1% | +1.8% | +59.3% | +59.2% |
| 1Y | +129.1% | +25.3% | +103.8% | +115.8% |
| 3Y | +165.4% | +9.1% | +156.3% | +147.8% |
| 5Y | +109.5% | -34.9% | +144.3% | +130.6% |
| All | +1,644.6% | +109.0% | +1,535.6% | +1,338.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling