+1,670.8%
ASML vs DLTR
+58.3%
+1,612.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.5% |
| 30D | +2.2% | +2.1% | +0.1% | +1.6% |
| 3M | -2.3% | +20.3% | -22.6% | -7.0% |
| 6M | +23.0% | +11.5% | +11.5% | +18.4% |
| YTD | +61.1% | +6.8% | +54.2% | +56.3% |
| 1Y | +129.1% | +31.1% | +98.0% | +110.4% |
| 3Y | +165.4% | +10.7% | +154.7% | +145.3% |
| 5Y | +109.5% | +41.6% | +67.9% | +75.9% |
| All | +1,670.8% | +58.3% | +1,612.5% | +1,285.1% |
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