+1,582.8%
ASML vs DVA
+206.9%
+1,375.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | +2.5% | -4.8% | +7.3% | +3.4% |
| 30D | -12.2% | +0.9% | -13.2% | -12.7% |
| 3M | -14.6% | +2.9% | -17.5% | -15.6% |
| 6M | -1.7% | -7.8% | +6.0% | -1.5% |
| YTD | +44.3% | +61.5% | -17.2% | +26.8% |
| 1Y | +51.0% | +50.1% | +0.9% | +34.7% |
| 3Y | +137.6% | +121.1% | +16.5% | +88.1% |
| 5Y | +92.7% | +72.9% | +19.8% | +56.3% |
| 10Y | +1,582.8% | +208.2% | +1,374.6% | +1,091.5% |
| All | +1,582.8% | +206.9% | +1,375.9% | +1,091.5% |
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