+67.7%
ASML vs DOCS
-54.0%
+121.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -8.7% |
| 7D | -19.0% | -1.3% | -17.7% | -18.9% |
| 30D | -25.9% | +19.4% | -45.3% | -28.0% |
| 3M | -19.1% | +53.4% | -72.5% | -25.4% |
| 6M | -5.7% | +28.8% | -34.5% | -11.6% |
| YTD | +27.6% | -25.1% | +52.7% | +31.7% |
| 1Y | +30.8% | -48.1% | +78.9% | +44.7% |
| 3Y | +116.2% | +51.4% | +64.9% | +72.0% |
| 5Y | +67.7% | -51.1% | +118.8% | +64.8% |
| All | +67.7% | -54.0% | +121.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling