+123.1%
ASML vs DTE
+4.2%
+118.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +3.1% |
| 7D | +6.0% | +0.9% | +5.1% | +6.2% |
| 30D | +1.4% | -1.9% | +3.2% | +0.9% |
| 3M | +1.0% | -3.3% | +4.4% | -0.4% |
| 6M | +37.0% | -7.1% | +44.1% | +34.8% |
| YTD | +65.8% | +8.1% | +57.6% | +66.3% |
| 1Y | +123.1% | +5.3% | +117.8% | +132.0% |
| All | +123.1% | +4.2% | +118.9% | +132.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling