+67.7%
ASML vs RCL
+256.9%
-189.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -8.1% |
| 7D | -19.0% | +3.9% | -23.0% | -20.4% |
| 30D | -25.9% | +11.8% | -37.7% | -29.2% |
| 3M | -19.1% | -0.8% | -18.2% | -19.3% |
| 6M | -5.7% | +23.6% | -29.4% | -14.5% |
| YTD | +27.6% | +17.6% | +10.0% | +16.3% |
| 1Y | +30.8% | +28.3% | +2.5% | +14.6% |
| 3Y | +116.2% | +261.4% | -145.2% | +18.3% |
| 5Y | +67.7% | +245.3% | -177.7% | -18.0% |
| All | +67.7% | +256.9% | -189.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling