+97,349.8%
ASML vs DIS
+695.1%
+96,654.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.2% |
| 7D | +1.1% | -2.6% | +3.7% | +2.7% |
| 30D | +2.2% | +3.5% | -1.3% | -0.3% |
| 3M | -2.3% | +6.8% | -9.1% | -7.6% |
| 6M | +23.0% | +3.0% | +20.0% | +18.9% |
| YTD | +61.1% | -6.7% | +67.8% | +64.3% |
| 1Y | +129.1% | -10.1% | +139.2% | +137.7% |
| 3Y | +165.4% | +33.0% | +132.3% | +106.5% |
| 5Y | +109.5% | -40.0% | +149.5% | +166.1% |
| 10Y | +1,645.7% | +21.1% | +1,624.7% | +1,192.0% |
| All | +97,349.8% | +695.1% | +96,654.7% | +18,592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling