+108.6%
ASML vs DIS
-40.0%
+148.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.1% |
| 7D | +1.1% | -2.6% | +3.7% | +2.4% |
| 30D | +2.2% | +3.5% | -1.3% | 0.0% |
| 3M | -2.3% | +6.8% | -9.1% | -6.8% |
| 6M | +23.0% | +3.0% | +20.0% | +19.6% |
| YTD | +61.1% | -6.7% | +67.8% | +64.5% |
| 1Y | +129.1% | -10.1% | +139.2% | +137.8% |
| 3Y | +165.4% | +33.0% | +132.3% | +103.6% |
| All | +108.6% | -40.0% | +148.6% | +135.9% |
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