+21,632.7%
ASML vs DKS
+6,442.1%
+15,190.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -8.0% |
| 7D | -19.0% | -0.7% | -18.4% | -19.0% |
| 30D | -25.9% | +4.6% | -30.5% | -27.3% |
| 3M | -19.1% | -28.9% | +9.9% | -13.0% |
| 6M | -5.7% | -33.5% | +27.8% | +2.9% |
| YTD | +27.6% | -27.2% | +54.8% | +35.0% |
| 1Y | +30.8% | -33.8% | +64.6% | +42.3% |
| 3Y | +116.2% | +31.5% | +84.7% | +83.1% |
| 5Y | +67.7% | +22.5% | +45.2% | +38.1% |
| 10Y | +1,355.3% | +231.0% | +1,124.3% | +646.7% |
| All | +21,632.7% | +6,442.1% | +15,190.7% | +2,364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling