+164.9%
ASML vs RACE
+36.9%
+128.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.0% |
| 7D | +1.1% | -2.5% | +3.6% | +2.2% |
| 30D | +2.2% | +0.8% | +1.4% | +1.7% |
| 3M | -2.3% | +17.2% | -19.5% | -9.5% |
| 6M | +23.0% | +13.6% | +9.4% | +15.2% |
| YTD | +61.1% | +12.2% | +48.9% | +51.0% |
| 1Y | +129.1% | -16.3% | +145.4% | +143.8% |
| All | +164.9% | +36.9% | +128.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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