+84.2%
ASML vs DOCS
-53.1%
+137.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.3% | -9.9% | -4.6% |
| 7D | -10.0% | +1.2% | -11.2% | -10.2% |
| 30D | -19.4% | +21.3% | -40.8% | -21.9% |
| 3M | -12.5% | +58.4% | -70.9% | -19.7% |
| 6M | +8.2% | +39.3% | -31.1% | +0.1% |
| YTD | +40.7% | -21.7% | +62.4% | +44.2% |
| 1Y | +46.1% | -47.3% | +93.5% | +61.5% |
| 3Y | +138.5% | +58.2% | +80.3% | +88.4% |
| 5Y | +84.2% | -52.3% | +136.5% | +80.7% |
| All | +84.2% | -53.1% | +137.3% | +80.7% |
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