+188.2%
ASML vs RDW
+250.9%
-62.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | +2.1% |
| 7D | +6.0% | +9.5% | -3.5% | +4.8% |
| 30D | +1.4% | -17.4% | +18.7% | +3.7% |
| 3M | +1.0% | -39.5% | +40.6% | +5.9% |
| 6M | +37.0% | +31.3% | +5.6% | +28.9% |
| YTD | +65.8% | +47.8% | +18.0% | +51.9% |
| 1Y | +123.1% | +33.8% | +89.3% | +104.1% |
| 3Y | +188.2% | +262.3% | -74.1% | +126.2% |
| All | +188.2% | +250.9% | -62.8% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling