-5.7%
ASML vs DIA
+5.3%
-11.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -5.2% |
| 7D | -19.0% | -1.6% | -17.4% | -16.7% |
| 30D | -25.9% | 0.0% | -25.9% | -25.3% |
| 3M | -19.1% | -4.9% | -14.1% | -12.6% |
| 6M | -5.7% | +5.0% | -10.8% | -19.4% |
| All | -5.7% | +5.3% | -11.0% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling