+1,749.4%
ASML vs RACE
+688.6%
+1,060.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.3% | -7.9% | -6.1% |
| 7D | -10.0% | +9.9% | -19.9% | -15.0% |
| 30D | -19.4% | +12.8% | -32.2% | -25.1% |
| 3M | -12.5% | +7.4% | -19.8% | -16.6% |
| 6M | +8.2% | +27.6% | -19.4% | -7.9% |
| YTD | +40.7% | +18.4% | +22.3% | +24.2% |
| 1Y | +46.1% | +9.5% | +36.6% | +34.7% |
| 3Y | +138.5% | +33.9% | +104.6% | +83.8% |
| 5Y | +84.2% | +74.9% | +9.3% | +19.1% |
| 10Y | +1,505.1% | +814.9% | +690.2% | +409.8% |
| All | +1,749.4% | +688.6% | +1,060.8% | +465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling