+84.2%
ASML vs DIS
-27.8%
+112.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -5.7% |
| 7D | -10.0% | +9.1% | -19.1% | -14.0% |
| 30D | -19.4% | +14.8% | -34.2% | -25.1% |
| 3M | -12.5% | +21.2% | -33.6% | -21.6% |
| 6M | +8.2% | +18.3% | -10.1% | -2.7% |
| YTD | +40.7% | +5.4% | +35.4% | +34.3% |
| 1Y | +46.1% | +8.3% | +37.9% | +36.7% |
| 3Y | +138.5% | +44.2% | +94.3% | +75.7% |
| 5Y | +84.2% | -28.0% | +112.1% | +85.3% |
| All | +84.2% | -27.8% | +112.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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