+85,040.9%
ASML vs RIO
+3,353.0%
+81,687.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -5.2% |
| 7D | -10.0% | -1.6% | -8.4% | -9.5% |
| 30D | -19.4% | -11.6% | -7.8% | -15.1% |
| 3M | -12.5% | -12.7% | +0.2% | -7.4% |
| 6M | +8.2% | -12.4% | +20.6% | +14.6% |
| YTD | +40.7% | +11.0% | +29.7% | +34.3% |
| 1Y | +46.1% | +30.8% | +15.3% | +29.9% |
| 3Y | +138.5% | +52.4% | +86.1% | +97.7% |
| 5Y | +84.2% | +96.4% | -12.3% | +34.9% |
| 10Y | +1,505.1% | +431.1% | +1,074.0% | +661.6% |
| All | +85,040.9% | +3,353.0% | +81,687.9% | +10,947.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling