+745.2%
ASML vs DOW
-5.2%
+750.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.1% |
| 7D | +10.4% | +3.7% | +6.7% | +8.9% |
| 30D | -12.7% | +16.3% | -29.0% | -17.4% |
| 3M | -17.2% | +9.7% | -26.9% | -20.4% |
| 6M | -1.3% | -14.1% | +12.8% | +2.7% |
| YTD | +40.8% | +46.6% | -5.8% | +13.9% |
| 1Y | +45.2% | +56.8% | -11.6% | +13.6% |
| 3Y | +131.8% | -20.4% | +152.2% | +135.1% |
| 5Y | +84.0% | -27.4% | +111.5% | +94.2% |
| All | +745.2% | -5.2% | +750.4% | +613.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling