+97,349.8%
ASML vs DOC
+1,018.4%
+96,331.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.9% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | +2.2% | -4.8% | +6.9% | +3.9% |
| 3M | -2.3% | +6.9% | -9.2% | -5.4% |
| 6M | +23.0% | +20.7% | +2.2% | +13.2% |
| YTD | +61.1% | +34.1% | +26.9% | +42.2% |
| 1Y | +129.1% | +22.6% | +106.5% | +108.7% |
| 3Y | +165.4% | +20.8% | +144.5% | +136.9% |
| 5Y | +109.5% | -24.9% | +134.3% | +123.3% |
| 10Y | +1,645.7% | -1.8% | +1,647.5% | +1,464.9% |
| All | +97,349.8% | +1,018.4% | +96,331.4% | +29,586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling