+164.9%
ASML vs DOC
+20.8%
+144.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.6% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | +2.2% | -4.8% | +6.9% | +3.2% |
| 3M | -2.3% | +6.9% | -9.2% | -4.5% |
| 6M | +23.0% | +20.7% | +2.2% | +16.1% |
| YTD | +61.1% | +34.1% | +26.9% | +48.4% |
| 1Y | +129.1% | +22.6% | +106.5% | +115.1% |
| All | +164.9% | +20.8% | +144.2% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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