+46.1%
ASML vs RL
+34.3%
+11.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -5.4% |
| 7D | -10.0% | +5.8% | -15.8% | -12.2% |
| 30D | -19.4% | +12.7% | -32.2% | -23.6% |
| 3M | -12.5% | +9.3% | -21.8% | -16.2% |
| 6M | +8.2% | +16.9% | -8.7% | -0.1% |
| YTD | +40.7% | +17.5% | +23.2% | +27.8% |
| 1Y | +46.1% | +34.6% | +11.5% | +28.5% |
| All | +46.1% | +34.3% | +11.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling