+164.9%
ASML vs RIO
+92.9%
+72.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | +4.0% | -1.8% | -0.6% |
| 3M | -2.3% | +0.1% | -2.4% | -2.7% |
| 6M | +23.0% | +12.7% | +10.3% | +13.8% |
| YTD | +61.1% | +35.6% | +25.5% | +32.7% |
| 1Y | +129.1% | +73.7% | +55.4% | +61.7% |
| All | +164.9% | +92.9% | +72.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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