+67.7%
ASML vs DG
-33.8%
+101.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.8% | -9.2% |
| 7D | -19.0% | +6.1% | -25.1% | -19.3% |
| 30D | -25.9% | +11.9% | -37.9% | -26.4% |
| 3M | -19.1% | +9.3% | -28.3% | -19.5% |
| 6M | -5.7% | +19.1% | -24.9% | -7.2% |
| YTD | +27.6% | +5.9% | +21.6% | +26.7% |
| 1Y | +30.8% | +39.8% | -9.0% | +26.2% |
| 3Y | +116.2% | +23.4% | +92.8% | +106.7% |
| 5Y | +67.7% | -33.3% | +101.0% | +91.9% |
| All | +67.7% | -33.8% | +101.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling