+1,395.4%
ASML vs DTE
+136.1%
+1,259.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | -21.0% | +6.2% | -27.1% | -22.5% |
| 3M | -16.3% | -2.6% | -13.7% | -15.7% |
| 6M | -7.5% | -3.5% | -4.0% | -7.0% |
| YTD | +34.0% | +7.4% | +26.6% | +29.6% |
| 1Y | +39.3% | +4.2% | +35.1% | +35.9% |
| 3Y | +128.9% | +51.7% | +77.1% | +88.9% |
| 5Y | +76.1% | +39.7% | +36.4% | +49.7% |
| All | +1,395.4% | +136.1% | +1,259.3% | +962.7% |
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