+128.9%
ASML vs DKS
+31.1%
+97.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -2.1% | -6.9% | -8.6% |
| 30D | -21.0% | +7.3% | -28.3% | -22.7% |
| 3M | -16.3% | -28.4% | +12.1% | -10.4% |
| 6M | -7.5% | -36.9% | +29.4% | +2.5% |
| YTD | +34.0% | -27.3% | +61.3% | +41.0% |
| 1Y | +39.3% | -33.2% | +72.5% | +50.5% |
| 3Y | +128.9% | +32.2% | +96.7% | +110.9% |
| All | +128.9% | +31.1% | +97.8% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling