+46.0%
ASML vs DKS
-30.4%
+76.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.5% |
| 7D | -2.9% | +9.4% | -12.3% | -3.7% |
| 30D | -15.2% | +9.8% | -25.0% | -16.2% |
| 3M | -12.9% | -29.3% | +16.4% | -7.5% |
| 6M | -5.0% | -32.6% | +27.5% | +1.3% |
| YTD | +41.8% | -22.6% | +64.4% | +43.9% |
| 1Y | +46.0% | -29.8% | +75.9% | +50.9% |
| All | +46.0% | -30.4% | +76.4% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling