+75.5%
ASML vs DLR
+32.6%
+42.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | -9.0% | -3.6% | -5.4% | -6.9% |
| 30D | -21.0% | -3.5% | -17.5% | -19.1% |
| 3M | -16.3% | -8.9% | -7.4% | -11.6% |
| 6M | -7.5% | -11.6% | +4.1% | -1.5% |
| YTD | +34.0% | +14.9% | +19.1% | +22.4% |
| 1Y | +39.3% | +6.4% | +32.8% | +32.8% |
| 3Y | +128.9% | +47.3% | +81.6% | +74.6% |
| All | +75.5% | +32.6% | +42.9% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling