+39.3%
ASML vs RCAT
-56.7%
+96.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +18.6% | -13.6% | +2.1% |
| 7D | -9.0% | -12.7% | +3.7% | -7.4% |
| 30D | -21.0% | -34.3% | +13.3% | -16.6% |
| 3M | -16.3% | -53.4% | +37.1% | -8.2% |
| 6M | -7.5% | -62.0% | +54.4% | +2.7% |
| YTD | +34.0% | -49.1% | +83.0% | +37.2% |
| 1Y | +39.3% | -53.1% | +92.4% | +42.2% |
| All | +39.3% | -56.7% | +96.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling