+97,349.8%
ASML vs DTE
+2,248.5%
+95,101.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +2.2% | -2.6% | +4.7% | +3.3% |
| 3M | -2.3% | -3.9% | +1.6% | -1.2% |
| 6M | +23.0% | -7.9% | +30.9% | +26.5% |
| YTD | +61.1% | +7.2% | +53.9% | +54.5% |
| 1Y | +129.1% | +3.1% | +126.0% | +123.1% |
| 3Y | +165.4% | +47.6% | +117.8% | +112.5% |
| 5Y | +109.5% | +32.7% | +76.7% | +74.9% |
| 10Y | +1,645.7% | +138.8% | +1,507.0% | +933.1% |
| All | +97,349.8% | +2,248.5% | +95,101.3% | +31,027.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling