+128.9%
ASML vs DLTR
+12.7%
+116.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.6% |
| 7D | -9.0% | -2.0% | -7.0% | -8.8% |
| 30D | -21.0% | +12.8% | -33.7% | -22.3% |
| 3M | -16.3% | +1.1% | -17.4% | -16.6% |
| 6M | -7.5% | +35.9% | -43.4% | -12.9% |
| YTD | +34.0% | +6.6% | +27.4% | +31.2% |
| 1Y | +39.3% | +28.6% | +10.7% | +32.1% |
| 3Y | +128.9% | +14.0% | +114.8% | +107.7% |
| All | +128.9% | +12.7% | +116.1% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling