+1,395.4%
ASML vs RIG
-46.9%
+1,442.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.7% |
| 7D | -9.0% | -24.5% | +15.5% | -5.7% |
| 30D | -21.0% | -2.8% | -18.2% | -20.8% |
| 3M | -16.3% | +1.6% | -17.8% | -16.8% |
| 6M | -7.5% | -15.9% | +8.4% | -6.1% |
| YTD | +34.0% | +26.9% | +7.1% | +27.9% |
| 1Y | +39.3% | +34.4% | +4.9% | +31.9% |
| 3Y | +128.9% | -21.2% | +150.1% | +124.5% |
| 5Y | +76.1% | +46.4% | +29.7% | +54.1% |
| All | +1,395.4% | -46.9% | +1,442.3% | +1,156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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