+86.4%
ASML vs RIO
+98.5%
-12.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +4.3% |
| 7D | -0.8% | +4.4% | -5.3% | -3.3% |
| 30D | -14.9% | -8.9% | -6.0% | -10.1% |
| 3M | -13.0% | -12.7% | -0.3% | -6.0% |
| 6M | -4.7% | -16.2% | +11.5% | +5.3% |
| YTD | +42.3% | +13.4% | +28.9% | +32.3% |
| 1Y | +49.7% | +30.9% | +18.8% | +28.3% |
| 3Y | +144.3% | +60.2% | +84.1% | +84.7% |
| 5Y | +86.4% | +98.9% | -12.6% | +29.9% |
| All | +86.4% | +98.5% | -12.2% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling