+1,395.4%
ASML vs DG
+122.0%
+1,273.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.5% |
| 7D | -9.0% | +1.1% | -10.1% | -9.3% |
| 30D | -21.0% | +9.5% | -30.5% | -22.4% |
| 3M | -16.3% | +5.5% | -21.8% | -17.5% |
| 6M | -7.5% | +16.1% | -23.6% | -10.9% |
| YTD | +34.0% | +2.7% | +31.3% | +31.7% |
| 1Y | +39.3% | +42.1% | -2.8% | +27.6% |
| 3Y | +128.9% | +19.3% | +109.6% | +107.4% |
| 5Y | +76.1% | -35.3% | +111.4% | +94.0% |
| All | +1,395.4% | +122.0% | +1,273.4% | +1,127.6% |
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 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