+67.7%
ASML vs DIS
-30.3%
+98.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.9% | -8.6% |
| 7D | -19.0% | +5.7% | -24.7% | -21.3% |
| 30D | -25.9% | +12.7% | -38.6% | -30.5% |
| 3M | -19.1% | +15.2% | -34.2% | -25.4% |
| 6M | -5.7% | +17.6% | -23.3% | -14.9% |
| YTD | +27.6% | +3.8% | +23.8% | +22.7% |
| 1Y | +30.8% | +6.8% | +24.0% | +23.2% |
| 3Y | +116.2% | +42.1% | +74.1% | +60.3% |
| 5Y | +67.7% | -31.2% | +98.8% | +67.8% |
| All | +67.7% | -30.3% | +98.0% | +67.8% |
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