+140.3%
ASML vs DLR
+53.0%
+87.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.0% |
| 7D | -10.0% | +2.8% | -12.9% | -11.4% |
| 30D | -19.4% | +2.8% | -22.2% | -20.6% |
| 3M | -12.5% | -4.0% | -8.5% | -10.7% |
| 6M | +8.2% | -5.6% | +13.8% | +10.9% |
| YTD | +40.7% | +21.9% | +18.8% | +24.8% |
| 1Y | +46.1% | +13.0% | +33.1% | +34.8% |
| All | +140.3% | +53.0% | +87.4% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling