+144.3%
ASML vs DKS
+39.9%
+104.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +5.0% |
| 7D | -0.8% | +3.8% | -4.7% | -1.8% |
| 30D | -14.9% | +8.1% | -23.0% | -16.8% |
| 3M | -13.0% | -28.6% | +15.6% | -6.3% |
| 6M | -4.7% | -33.6% | +28.9% | +4.3% |
| YTD | +42.3% | -23.8% | +66.1% | +48.1% |
| 1Y | +49.7% | -30.7% | +80.5% | +60.5% |
| 3Y | +144.3% | +41.5% | +102.8% | +123.9% |
| All | +144.3% | +39.9% | +104.4% | +123.9% |
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