+117.9%
ASML vs DT
-8.7%
+126.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.6% | -2.7% | -8.4% |
| 7D | -19.0% | -28.3% | +9.3% | -15.4% |
| 30D | -25.9% | -28.4% | +2.5% | -22.6% |
| 3M | -19.1% | -14.1% | -5.0% | -17.6% |
| 6M | -5.7% | +13.2% | -18.9% | -9.7% |
| YTD | +27.6% | +0.8% | +26.8% | +26.2% |
| 1Y | +30.8% | -7.8% | +38.6% | +33.8% |
| All | +117.9% | -8.7% | +126.6% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling