-19.1%
ASML vs RIG
-3.0%
-16.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -8.4% |
| 7D | -19.0% | -23.8% | +4.7% | -17.1% |
| 30D | -25.9% | -5.6% | -20.4% | -25.0% |
| 3M | -19.1% | -0.8% | -18.3% | -18.7% |
| All | -19.1% | -3.0% | -16.0% | -18.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling