+93.0%
ASML vs DOW
-29.7%
+122.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.9% |
| 7D | -2.9% | -6.8% | +4.0% | -0.8% |
| 30D | -15.2% | +10.8% | -26.0% | -18.1% |
| 3M | -12.9% | +4.1% | -17.0% | -14.5% |
| 6M | -5.0% | -12.7% | +7.7% | -1.9% |
| YTD | +41.8% | +39.2% | +2.6% | +14.4% |
| 1Y | +46.0% | +49.5% | -3.4% | +13.2% |
| 3Y | +133.5% | -24.4% | +157.8% | +154.6% |
| 5Y | +93.0% | -29.6% | +122.6% | +126.4% |
| All | +93.0% | -29.7% | +122.7% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling