+331.5%
ASML vs RKT
-4.5%
+336.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.4% |
| 7D | -2.9% | +4.6% | -7.5% | -3.6% |
| 30D | -15.2% | +25.9% | -41.1% | -18.4% |
| 3M | -12.9% | +5.0% | -17.9% | -14.1% |
| 6M | -5.0% | -7.9% | +2.9% | -5.0% |
| YTD | +41.8% | -25.4% | +67.2% | +45.4% |
| 1Y | +46.0% | -15.4% | +61.4% | +46.9% |
| 3Y | +133.5% | +83.3% | +50.2% | +98.9% |
| 5Y | +93.0% | -0.8% | +93.8% | +67.5% |
| All | +331.5% | -4.5% | +336.0% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling