+288.2%
ASML vs RKT
-2.0%
+290.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -9.1% |
| 7D | -19.0% | +24.3% | -43.4% | -21.9% |
| 30D | -25.9% | +27.9% | -53.8% | -29.0% |
| 3M | -19.1% | +6.9% | -26.0% | -20.4% |
| 6M | -5.7% | +5.2% | -10.9% | -7.6% |
| YTD | +27.6% | -23.5% | +51.0% | +30.4% |
| 1Y | +30.8% | -9.1% | +39.9% | +30.2% |
| 3Y | +116.2% | +81.5% | +34.8% | +84.4% |
| 5Y | +67.7% | -2.0% | +69.7% | +45.2% |
| All | +288.2% | -2.0% | +290.2% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling