+47.5%
ASML vs DRI
+34.4%
+13.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +4.9% | +1.1% | +3.9% | +5.0% |
| 30D | -9.3% | +9.7% | -19.0% | -9.2% |
| 3M | -19.0% | +3.2% | -22.2% | -18.4% |
| 6M | -5.2% | +20.6% | -25.8% | -6.6% |
| YTD | +40.6% | +28.3% | +12.4% | +36.4% |
| 1Y | +47.5% | +34.5% | +13.0% | +42.2% |
| All | +47.5% | +34.4% | +13.1% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling