+11,857.9%
ASML vs DIA
+1,101.7%
+10,756.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -4.4% |
| 7D | -19.0% | -1.6% | -17.4% | -17.2% |
| 30D | -25.9% | 0.0% | -25.9% | -25.9% |
| 3M | -19.1% | -4.9% | -14.1% | -13.4% |
| 6M | -5.7% | +5.0% | -10.8% | -12.1% |
| YTD | +27.6% | +8.2% | +19.4% | +14.9% |
| 1Y | +30.8% | +10.3% | +20.5% | +14.7% |
| 3Y | +116.2% | +58.4% | +57.9% | +14.8% |
| 5Y | +67.7% | +54.3% | +13.3% | -3.6% |
| 10Y | +1,355.3% | +248.6% | +1,106.8% | +155.4% |
| All | +11,857.9% | +1,101.7% | +10,756.1% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling