+10,057.2%
ASML vs DLR
+3,350.0%
+6,707.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.8% | -7.1% |
| 7D | -19.0% | -4.5% | -14.5% | -17.4% |
| 30D | -25.9% | -5.4% | -20.5% | -24.1% |
| 3M | -19.1% | -9.8% | -9.3% | -15.4% |
| 6M | -5.7% | -10.0% | +4.3% | -2.1% |
| YTD | +27.6% | +15.2% | +12.4% | +20.1% |
| 1Y | +30.8% | +7.9% | +22.9% | +26.3% |
| 3Y | +116.2% | +43.8% | +72.4% | +84.3% |
| 5Y | +67.7% | +33.2% | +34.5% | +45.4% |
| 10Y | +1,355.3% | +170.3% | +1,185.0% | +814.3% |
| All | +10,057.2% | +3,350.0% | +6,707.2% | +2,225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling