+47.5%
ASML vs DG
+31.9%
+15.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | +4.9% | +0.3% | +4.7% | +5.0% |
| 30D | -9.3% | +3.2% | -12.5% | -8.5% |
| 3M | -19.0% | +10.4% | -29.4% | -17.5% |
| 6M | -5.2% | +33.2% | -38.4% | -3.6% |
| YTD | +40.6% | +3.0% | +37.6% | +43.8% |
| 1Y | +47.5% | +31.2% | +16.3% | +59.1% |
| All | +47.5% | +31.9% | +15.6% | +59.1% |
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