+1,504.8%
ASML vs DVA
+212.5%
+1,292.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.8% |
| 7D | -0.8% | -0.1% | -0.7% | -1.0% |
| 30D | -14.9% | +3.5% | -18.4% | -15.7% |
| 3M | -13.0% | +1.0% | -13.9% | -13.6% |
| 6M | -4.7% | -6.6% | +1.9% | -4.7% |
| YTD | +42.3% | +63.3% | -21.0% | +24.8% |
| 1Y | +49.7% | +50.0% | -0.3% | +33.7% |
| 3Y | +144.3% | +120.1% | +24.2% | +93.8% |
| 5Y | +86.4% | +73.7% | +12.6% | +51.2% |
| 10Y | +1,504.8% | +212.7% | +1,292.1% | +1,031.5% |
| All | +1,504.8% | +212.5% | +1,292.4% | +1,031.5% |
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