-7.5%
ASML vs RDDT
-44.7%
+37.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.9% |
| 7D | -9.0% | +3.7% | -12.7% | -9.1% |
| 30D | -21.0% | -37.7% | +16.8% | -19.5% |
| 3M | -16.3% | -37.0% | +20.7% | -14.9% |
| 6M | -7.5% | -42.9% | +35.4% | -3.3% |
| All | -7.5% | -44.7% | +37.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 6mo: compounded portfolio wealth divided by compounded RDDT 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…
6mo analysis · Full analysis span regression · 6 months rolling