+108.6%
ASML vs RIG
+60.3%
+48.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.6% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +2.2% | +13.8% | -11.6% | -0.2% |
| 3M | -2.3% | -6.4% | +4.1% | -1.5% |
| 6M | +23.0% | -8.2% | +31.1% | +23.3% |
| YTD | +61.1% | +41.6% | +19.4% | +48.6% |
| 1Y | +129.1% | +88.7% | +40.4% | +99.8% |
| 3Y | +165.4% | -30.9% | +196.2% | +160.0% |
| All | +108.6% | +60.3% | +48.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling