+73,293.1%
ASML vs DRI
+7,577.6%
+65,715.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +2.2% | +3.8% | -1.7% | +0.8% |
| 3M | -2.3% | +13.0% | -15.3% | -6.8% |
| 6M | +23.0% | +8.3% | +14.7% | +18.8% |
| YTD | +61.1% | +20.6% | +40.4% | +49.6% |
| 1Y | +129.1% | +6.5% | +122.7% | +120.8% |
| 3Y | +165.4% | +53.7% | +111.6% | +121.5% |
| 5Y | +109.5% | +72.7% | +36.8% | +68.3% |
| 10Y | +1,645.7% | +363.2% | +1,282.6% | +813.1% |
| All | +73,293.1% | +7,577.6% | +65,715.5% | +20,248.7% |
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