+1,504.8%
ASML vs DTE
+138.9%
+1,365.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.5% |
| 7D | -0.8% | +1.8% | -2.7% | -1.4% |
| 30D | -14.9% | +9.0% | -23.9% | -17.2% |
| 3M | -13.0% | -0.2% | -12.8% | -13.0% |
| 6M | -4.7% | +0.1% | -4.8% | -5.2% |
| YTD | +42.3% | +10.0% | +32.3% | +36.6% |
| 1Y | +49.7% | +4.7% | +45.1% | +46.1% |
| 3Y | +144.3% | +55.7% | +88.6% | +100.0% |
| 5Y | +86.4% | +45.1% | +41.2% | +56.4% |
| 10Y | +1,504.8% | +145.1% | +1,359.7% | +1,041.9% |
| All | +1,504.8% | +138.9% | +1,365.9% | +1,041.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling