+1,504.8%
ASML vs DG
+128.5%
+1,376.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.9% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -14.9% | +7.4% | -22.3% | -16.1% |
| 3M | -13.0% | +8.5% | -21.5% | -14.6% |
| 6M | -4.7% | +21.9% | -26.6% | -8.9% |
| YTD | +42.3% | +4.9% | +37.4% | +39.4% |
| 1Y | +49.7% | +40.4% | +9.3% | +37.6% |
| 3Y | +144.3% | +23.5% | +120.8% | +119.7% |
| 5Y | +86.4% | -32.3% | +118.6% | +102.8% |
| 10Y | +1,504.8% | +119.3% | +1,385.5% | +1,208.8% |
| All | +1,504.8% | +128.5% | +1,376.4% | +1,208.8% |
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