+108.6%
ASML vs DVA
+40.3%
+68.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +2.2% | -2.5% | +4.7% | +2.4% |
| 3M | -2.3% | -4.3% | +2.0% | -2.3% |
| 6M | +23.0% | +18.9% | +4.1% | +19.1% |
| YTD | +61.1% | +61.9% | -0.9% | +49.0% |
| 1Y | +129.1% | +35.7% | +93.4% | +117.5% |
| 3Y | +165.4% | +78.6% | +86.7% | +137.5% |
| All | +108.6% | +40.3% | +68.3% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling