+1,557.1%
ASML vs DLR
+188.2%
+1,368.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +4.9% | +3.3% | +1.6% | +3.4% |
| 30D | -9.3% | +4.6% | -13.9% | -10.9% |
| 3M | -19.0% | -8.3% | -10.7% | -15.6% |
| 6M | -5.2% | -5.6% | +0.4% | -3.3% |
| YTD | +40.6% | +18.7% | +21.9% | +29.6% |
| 1Y | +47.5% | +17.1% | +30.4% | +36.8% |
| 3Y | +133.9% | +54.4% | +79.5% | +90.2% |
| 5Y | +83.8% | +36.5% | +47.3% | +52.4% |
| All | +1,557.1% | +188.2% | +1,368.9% | +994.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling