+47.5%
ASML vs DT
-2.7%
+50.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | +4.9% | +3.1% | +1.8% | +5.3% |
| 30D | -9.3% | -29.5% | +20.3% | -13.6% |
| 3M | -19.0% | -11.7% | -7.3% | -19.0% |
| 6M | -5.2% | +29.0% | -34.2% | +1.3% |
| YTD | +40.6% | +3.4% | +37.2% | +49.4% |
| 1Y | +47.5% | -4.2% | +51.7% | +57.0% |
| All | +47.5% | -2.7% | +50.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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