+1,534.9%
ASML vs DLTR
+84.2%
+1,450.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | -2.9% | +5.0% | -7.9% | -4.0% |
| 30D | -15.2% | +18.7% | -33.9% | -18.7% |
| 3M | -12.9% | +8.9% | -21.8% | -15.2% |
| 6M | -5.0% | +49.4% | -54.5% | -15.1% |
| YTD | +41.8% | +14.5% | +27.3% | +34.7% |
| 1Y | +46.0% | +32.5% | +13.5% | +33.5% |
| 3Y | +133.5% | +23.4% | +110.0% | +109.1% |
| 5Y | +93.0% | +26.2% | +66.8% | +68.1% |
| 10Y | +1,534.9% | +82.4% | +1,452.5% | +1,130.0% |
| All | +1,534.9% | +84.2% | +1,450.7% | +1,130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling