+117.9%
ASML vs REPL
+37.4%
+80.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -9.3% |
| 7D | -19.0% | +15.1% | -34.2% | -19.1% |
| 30D | -25.9% | +51.1% | -77.0% | -26.2% |
| 3M | -19.1% | +69.2% | -88.3% | -19.5% |
| 6M | -5.7% | +597.6% | -603.3% | -7.6% |
| YTD | +27.6% | +106.0% | -78.4% | +25.7% |
| 1Y | +30.8% | +133.3% | -102.6% | +28.6% |
| All | +117.9% | +37.4% | +80.5% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling