+164.9%
ASML vs RCAT
+762.9%
-597.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +2.2% | -3.3% | +5.5% | +2.3% |
| 3M | -2.3% | -43.2% | +40.9% | +0.2% |
| 6M | +23.0% | -43.2% | +66.2% | +25.2% |
| YTD | +61.1% | +5.5% | +55.5% | +58.7% |
| 1Y | +129.1% | -1.6% | +130.8% | +125.1% |
| All | +164.9% | +762.9% | -597.9% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling