+140.0%
ASML vs DTE
+57.1%
+82.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.9% |
| 7D | +2.5% | +1.6% | +1.0% | +2.8% |
| 30D | -12.2% | +9.1% | -21.3% | -10.6% |
| 3M | -14.6% | +2.4% | -17.0% | -14.2% |
| 6M | -1.7% | -0.2% | -1.5% | -1.9% |
| YTD | +44.3% | +11.0% | +33.3% | +47.4% |
| 1Y | +51.0% | +3.4% | +47.6% | +52.2% |
| All | +140.0% | +57.1% | +82.9% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling