+1,557.1%
ASML vs DKS
+226.4%
+1,330.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | +4.9% | +6.3% | -1.4% | +3.4% |
| 30D | -9.3% | +9.3% | -18.6% | -11.6% |
| 3M | -19.0% | -25.3% | +6.3% | -14.8% |
| 6M | -5.2% | -29.2% | +24.0% | +0.4% |
| YTD | +40.6% | -22.7% | +63.3% | +45.4% |
| 1Y | +47.5% | -30.1% | +77.6% | +56.3% |
| 3Y | +133.9% | +45.6% | +88.2% | +101.6% |
| 5Y | +83.8% | +28.5% | +55.3% | +56.0% |
| All | +1,557.1% | +226.4% | +1,330.7% | +890.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling