+12,722.3%
ASML vs DLR
+3,595.7%
+9,126.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | +2.2% | -3.4% | +5.5% | +3.5% |
| 3M | -2.3% | +0.5% | -2.8% | -3.3% |
| 6M | +23.0% | +4.6% | +18.4% | +20.1% |
| YTD | +61.1% | +23.4% | +37.6% | +47.0% |
| 1Y | +129.1% | +19.0% | +110.1% | +111.7% |
| 3Y | +165.4% | +56.5% | +108.8% | +117.8% |
| 5Y | +109.5% | +33.3% | +76.1% | +80.5% |
| 10Y | +1,645.7% | +165.1% | +1,480.6% | +998.8% |
| All | +12,722.3% | +3,595.7% | +9,126.7% | +2,747.6% |
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