+1,644.6%
ASML vs DLR
+164.2%
+1,480.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | +2.2% | -3.4% | +5.5% | +3.7% |
| 3M | -2.3% | +0.5% | -2.8% | -3.4% |
| 6M | +23.0% | +4.6% | +18.4% | +19.8% |
| YTD | +61.1% | +23.4% | +37.6% | +45.7% |
| 1Y | +129.1% | +19.0% | +110.1% | +109.9% |
| 3Y | +165.4% | +56.5% | +108.8% | +113.8% |
| 5Y | +109.5% | +33.3% | +76.1% | +73.7% |
| All | +1,644.6% | +164.2% | +1,480.4% | +1,066.4% |
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