+108.6%
ASML vs DLR
+33.9%
+74.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.2% |
| 30D | +2.2% | -3.4% | +5.5% | +4.0% |
| 3M | -2.3% | +0.5% | -2.8% | -3.7% |
| 6M | +23.0% | +4.6% | +18.4% | +18.7% |
| YTD | +61.1% | +23.4% | +37.6% | +41.1% |
| 1Y | +129.1% | +19.0% | +110.1% | +103.9% |
| 3Y | +165.4% | +56.5% | +108.8% | +95.8% |
| All | +108.6% | +33.9% | +74.7% | +55.5% |
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