+164.9%
ASML vs RIG
-32.0%
+196.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.7% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +2.2% | +13.8% | -11.6% | -0.6% |
| 3M | -2.3% | -6.4% | +4.1% | -1.4% |
| 6M | +23.0% | -8.2% | +31.1% | +23.2% |
| YTD | +61.1% | +41.6% | +19.4% | +45.0% |
| 1Y | +129.1% | +88.7% | +40.4% | +91.7% |
| All | +164.9% | -32.0% | +196.9% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling