+129.1%
ASML vs RCL
-23.9%
+153.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -5.1% | +6.2% | +2.7% |
| 30D | +2.2% | -19.0% | +21.2% | +8.8% |
| 3M | -2.3% | -9.6% | +7.3% | 0.0% |
| 6M | +23.0% | -6.7% | +29.7% | +23.3% |
| YTD | +61.1% | -3.9% | +65.0% | +61.1% |
| 1Y | +129.1% | -25.1% | +154.2% | +127.5% |
| All | +129.1% | -23.9% | +153.0% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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