+1,504.8%
ASML vs DRI
+370.8%
+1,134.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.7% |
| 7D | -0.8% | +3.1% | -4.0% | -2.0% |
| 30D | -14.9% | +16.2% | -31.1% | -19.5% |
| 3M | -13.0% | +8.4% | -21.3% | -16.0% |
| 6M | -4.7% | +19.0% | -23.7% | -11.6% |
| YTD | +42.3% | +28.8% | +13.5% | +27.8% |
| 1Y | +49.7% | +33.1% | +16.6% | +32.5% |
| 3Y | +144.3% | +70.8% | +73.5% | +92.0% |
| 5Y | +86.4% | +74.2% | +12.1% | +44.6% |
| 10Y | +1,504.8% | +345.5% | +1,159.3% | +844.3% |
| All | +1,504.8% | +370.8% | +1,134.1% | +844.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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