+117.9%
ASML vs DKS
+31.3%
+86.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -8.2% |
| 7D | -19.0% | -0.7% | -18.4% | -19.0% |
| 30D | -25.9% | +4.6% | -30.5% | -27.1% |
| 3M | -19.1% | -28.9% | +9.9% | -13.1% |
| 6M | -5.7% | -33.5% | +27.8% | +2.7% |
| YTD | +27.6% | -27.2% | +54.8% | +34.2% |
| 1Y | +30.8% | -33.8% | +64.6% | +41.7% |
| All | +117.9% | +31.3% | +86.6% | +100.7% |
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