+108.6%
ASML vs DOCS
-73.4%
+182.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +6.9% | +4.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | +2.2% | +21.8% | -19.6% | -1.9% |
| 3M | -2.3% | +27.3% | -29.6% | -7.3% |
| 6M | +23.0% | -0.3% | +23.3% | +20.3% |
| YTD | +61.1% | -40.5% | +101.6% | +72.4% |
| 1Y | +129.1% | -61.5% | +190.7% | +165.8% |
| 3Y | +165.4% | +8.2% | +157.2% | +128.6% |
| All | +108.6% | -73.4% | +182.0% | +118.5% |
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