+1,553.7%
ASML vs RIG
-50.0%
+1,603.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | -12.2% | +9.3% | -1.2% |
| 30D | -15.2% | -6.0% | -9.2% | -14.6% |
| 3M | -12.9% | -9.4% | -3.5% | -12.1% |
| 6M | -5.0% | -19.1% | +14.0% | -3.1% |
| YTD | +41.8% | +25.4% | +16.4% | +35.6% |
| 1Y | +46.0% | +23.3% | +22.7% | +39.8% |
| 3Y | +133.5% | -22.1% | +155.6% | +129.3% |
| 5Y | +93.0% | +50.1% | +42.9% | +68.4% |
| All | +1,553.7% | -50.0% | +1,603.7% | +1,301.0% |
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