+84.9%
ASML vs DLR
+39.7%
+45.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.1% |
| 7D | -10.0% | +2.8% | -12.9% | -11.5% |
| 30D | -19.4% | +2.8% | -22.2% | -20.7% |
| 3M | -12.5% | -4.0% | -8.5% | -10.5% |
| 6M | +8.2% | -5.6% | +13.8% | +10.8% |
| YTD | +40.7% | +21.9% | +18.8% | +23.9% |
| 1Y | +46.1% | +13.0% | +33.1% | +34.2% |
| 3Y | +138.5% | +52.2% | +86.2% | +78.3% |
| All | +84.9% | +39.7% | +45.2% | +43.5% |
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