+225.7%
ASML vs RDW
+1.6%
+224.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.6% |
| 7D | +2.5% | +4.8% | -2.3% | +1.9% |
| 30D | -6.2% | -19.5% | +13.3% | -3.5% |
| 3M | -2.6% | -26.9% | +24.3% | +0.7% |
| 6M | +22.4% | +17.8% | +4.6% | +15.7% |
| YTD | +58.5% | +43.0% | +15.5% | +43.7% |
| 1Y | +114.2% | +32.1% | +82.1% | +93.1% |
| 3Y | +175.5% | +250.6% | -75.1% | +90.6% |
| 5Y | +105.9% | -6.6% | +112.5% | +56.6% |
| All | +225.7% | +1.6% | +224.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling