+128.9%
ASML vs DVA
+139.6%
-10.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.1% |
| 7D | -9.0% | +2.1% | -11.1% | -9.1% |
| 30D | -21.0% | +8.2% | -29.2% | -21.4% |
| 3M | -16.3% | +5.9% | -22.2% | -16.7% |
| 6M | -7.5% | -1.3% | -6.2% | -7.9% |
| YTD | +34.0% | +68.4% | -34.4% | +26.9% |
| 1Y | +39.3% | +57.5% | -18.2% | +33.0% |
| 3Y | +128.9% | +142.3% | -13.5% | +123.4% |
| All | +128.9% | +139.6% | -10.8% | +123.4% |
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