+67.7%
ASML vs DRI
+77.7%
-10.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -9.0% |
| 7D | -19.0% | +3.7% | -22.8% | -20.3% |
| 30D | -25.9% | +13.5% | -39.4% | -29.9% |
| 3M | -19.1% | +10.4% | -29.4% | -22.9% |
| 6M | -5.7% | +19.5% | -25.2% | -14.2% |
| YTD | +27.6% | +28.2% | -0.6% | +11.4% |
| 1Y | +30.8% | +31.0% | -0.2% | +12.6% |
| 3Y | +116.2% | +67.1% | +49.2% | +51.7% |
| 5Y | +67.7% | +74.7% | -7.0% | +4.8% |
| All | +67.7% | +77.7% | -10.0% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling