+85,040.9%
ASML vs RCL
+4,214.7%
+80,826.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -5.8% |
| 7D | -10.0% | +11.7% | -21.7% | -13.6% |
| 30D | -19.4% | +21.1% | -40.6% | -24.8% |
| 3M | -12.5% | +2.9% | -15.4% | -14.0% |
| 6M | +8.2% | +29.8% | -21.6% | -2.2% |
| YTD | +40.7% | +21.4% | +19.3% | +28.7% |
| 1Y | +46.1% | +32.0% | +14.1% | +29.3% |
| 3Y | +138.5% | +273.1% | -134.6% | +43.7% |
| 5Y | +84.2% | +288.4% | -204.2% | +3.1% |
| 10Y | +1,505.1% | +397.4% | +1,107.8% | +533.0% |
| All | +85,040.9% | +4,214.7% | +80,826.2% | +10,664.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling