+77,094.7%
ASML vs RIG
-45.4%
+77,140.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -8.2% |
| 7D | -19.0% | -23.8% | +4.7% | -15.2% |
| 30D | -25.9% | -5.6% | -20.4% | -25.3% |
| 3M | -19.1% | -0.8% | -18.3% | -19.4% |
| 6M | -5.7% | -18.4% | +12.7% | -3.3% |
| YTD | +27.6% | +23.5% | +4.1% | +20.3% |
| 1Y | +30.8% | +30.8% | 0.0% | +21.9% |
| 3Y | +116.2% | -25.4% | +141.7% | +113.6% |
| 5Y | +67.7% | +42.5% | +25.2% | +37.8% |
| 10Y | +1,355.3% | -47.3% | +1,402.6% | +948.1% |
| All | +77,094.7% | -45.4% | +77,140.1% | +48,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling