+724.9%
ASML vs DT
+103.5%
+621.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.7% |
| 7D | +1.1% | -3.3% | +4.4% | +2.1% |
| 30D | +2.2% | +2.0% | +0.1% | +1.0% |
| 3M | -2.3% | +20.0% | -22.3% | -9.9% |
| 6M | +23.0% | +39.3% | -16.3% | +4.7% |
| YTD | +61.1% | +19.8% | +41.3% | +44.5% |
| 1Y | +129.1% | +4.3% | +124.8% | +116.3% |
| 3Y | +165.4% | +7.7% | +157.7% | +142.0% |
| 5Y | +109.5% | -26.8% | +136.3% | +108.3% |
| All | +724.9% | +103.5% | +621.4% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling