+1,395.4%
ASML vs DVA
+221.4%
+1,174.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.4% |
| 7D | -9.0% | +2.1% | -11.1% | -9.5% |
| 30D | -21.0% | +8.2% | -29.2% | -22.4% |
| 3M | -16.3% | +5.9% | -22.2% | -17.7% |
| 6M | -7.5% | -1.3% | -6.2% | -8.5% |
| YTD | +34.0% | +68.4% | -34.4% | +16.9% |
| 1Y | +39.3% | +57.5% | -18.2% | +23.2% |
| 3Y | +128.9% | +142.3% | -13.5% | +77.7% |
| 5Y | +76.1% | +75.0% | +1.1% | +43.1% |
| All | +1,395.4% | +221.4% | +1,174.0% | +965.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling