+46.1%
ASML vs REPL
+125.1%
-79.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -10.0% | +28.8% | -38.8% | -10.1% |
| 30D | -19.4% | +57.3% | -76.8% | -19.6% |
| 3M | -12.5% | +73.6% | -86.1% | -12.6% |
| 6M | +8.2% | +582.8% | -574.6% | +10.1% |
| YTD | +40.7% | +112.9% | -72.1% | +34.4% |
| 1Y | +46.1% | +130.7% | -84.5% | +36.5% |
| All | +46.1% | +125.1% | -79.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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