+133.5%
ASML vs DVA
+111.7%
+21.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -2.9% | -1.6% | -1.3% | -2.9% |
| 30D | -15.2% | 0.0% | -15.2% | -15.3% |
| 3M | -12.9% | -2.4% | -10.5% | -12.9% |
| 6M | -5.0% | -9.8% | +4.7% | -4.9% |
| YTD | +41.8% | +57.8% | -16.0% | +34.4% |
| 1Y | +46.0% | +49.2% | -3.1% | +39.5% |
| 3Y | +133.5% | +116.0% | +17.4% | +120.4% |
| All | +133.5% | +111.7% | +21.8% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling