+32.6%
ASML vs DG
+39.2%
-6.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.8% | -9.8% |
| 7D | -19.0% | +6.1% | -25.1% | -18.0% |
| 30D | -25.9% | +11.9% | -37.9% | -24.4% |
| 3M | -19.1% | +9.3% | -28.3% | -17.5% |
| 6M | -5.7% | +19.1% | -24.9% | -3.8% |
| YTD | +27.6% | +5.9% | +21.6% | +31.1% |
| All | +32.6% | +39.2% | -6.6% | +48.6% |
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