+58,038.3%
ASML vs DRI
+8,061.0%
+49,977.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -9.1% |
| 7D | -19.0% | +3.7% | -22.8% | -20.1% |
| 30D | -25.9% | +13.5% | -39.4% | -29.2% |
| 3M | -19.1% | +10.4% | -29.4% | -22.2% |
| 6M | -5.7% | +19.5% | -25.2% | -12.3% |
| YTD | +27.6% | +28.2% | -0.6% | +15.5% |
| 1Y | +30.8% | +31.0% | -0.2% | +17.2% |
| 3Y | +116.2% | +67.1% | +49.2% | +74.7% |
| 5Y | +67.7% | +74.7% | -7.0% | +33.6% |
| 10Y | +1,355.3% | +376.2% | +979.2% | +650.1% |
| All | +58,038.3% | +8,061.0% | +49,977.3% | +15,604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling