+112.6%
ASML vs RDW
+29.5%
+83.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -1.0% | +0.9% | -1.8% | -1.1% |
| 30D | -6.2% | -21.3% | +15.1% | -2.7% |
| 3M | -10.5% | -37.9% | +27.4% | -5.3% |
| 6M | +22.9% | +12.3% | +10.6% | +15.5% |
| YTD | +59.5% | +39.7% | +19.8% | +41.4% |
| 1Y | +112.6% | +25.7% | +86.9% | +90.8% |
| All | +112.6% | +29.5% | +83.1% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling