+128.9%
ASML vs DTE
+49.5%
+79.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.1% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | -21.0% | +6.2% | -27.1% | -19.9% |
| 3M | -16.3% | -2.6% | -13.7% | -16.7% |
| 6M | -7.5% | -3.5% | -4.0% | -8.2% |
| YTD | +34.0% | +7.4% | +26.6% | +36.0% |
| 1Y | +39.3% | +4.2% | +35.1% | +40.6% |
| 3Y | +128.9% | +51.7% | +77.1% | +145.9% |
| All | +128.9% | +49.5% | +79.4% | +145.9% |
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 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