+82.7%
ASML vs DTE
+46.4%
+36.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +4.9% | +3.4% | +1.5% | +4.5% |
| 30D | -9.3% | +8.9% | -18.2% | -10.2% |
| 3M | -19.0% | +1.1% | -20.0% | -19.1% |
| 6M | -5.2% | +0.1% | -5.3% | -5.5% |
| YTD | +40.6% | +11.1% | +29.6% | +37.3% |
| 1Y | +47.5% | +4.9% | +42.6% | +45.5% |
| 3Y | +133.9% | +58.6% | +75.3% | +98.3% |
| All | +82.7% | +46.4% | +36.3% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling