+75.5%
ASML vs DIA
+53.0%
+22.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.7% |
| 7D | -9.0% | -0.9% | -8.1% | -7.7% |
| 30D | -21.0% | +0.3% | -21.2% | -21.4% |
| 3M | -16.3% | -4.5% | -11.8% | -10.2% |
| 6M | -7.5% | +3.4% | -10.9% | -12.9% |
| YTD | +34.0% | +7.8% | +26.2% | +18.8% |
| 1Y | +39.3% | +10.7% | +28.5% | +18.1% |
| 3Y | +128.9% | +57.5% | +71.3% | +4.4% |
| All | +75.5% | +53.0% | +22.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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