+211.6%
ASML vs DOCN
+171.0%
+40.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +2.2% | -9.6% | +11.8% | +4.2% |
| 3M | -2.3% | -37.7% | +35.4% | +8.5% |
| 6M | +23.0% | +115.2% | -92.2% | -3.3% |
| YTD | +61.1% | +133.7% | -72.7% | +22.6% |
| 1Y | +129.1% | +250.2% | -121.0% | +55.2% |
| 3Y | +165.4% | +320.3% | -154.9% | +59.5% |
| 5Y | +109.5% | +53.1% | +56.4% | +47.1% |
| All | +211.6% | +171.0% | +40.5% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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