+140.3%
ASML vs DOC
+43.5%
+96.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.1% |
| 7D | -10.0% | +8.7% | -18.7% | -11.2% |
| 30D | -19.4% | +7.6% | -27.1% | -20.5% |
| 3M | -12.5% | -5.3% | -7.2% | -11.6% |
| 6M | +8.2% | +27.6% | -19.4% | +1.3% |
| YTD | +40.7% | +32.4% | +8.3% | +30.8% |
| 1Y | +46.1% | +22.9% | +23.3% | +37.7% |
| All | +140.3% | +43.5% | +96.8% | +113.3% |
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