+1,395.4%
ASML vs RL
+356.1%
+1,039.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.5% |
| 7D | -9.0% | -4.2% | -4.9% | -7.6% |
| 30D | -21.0% | +4.3% | -25.2% | -22.2% |
| 3M | -16.3% | -4.6% | -11.7% | -15.1% |
| 6M | -7.5% | +1.7% | -9.2% | -9.0% |
| YTD | +34.0% | +7.3% | +26.6% | +29.3% |
| 1Y | +39.3% | +20.8% | +18.5% | +28.3% |
| 3Y | +128.9% | +247.0% | -118.1% | +41.6% |
| 5Y | +76.1% | +225.5% | -149.4% | +9.0% |
| All | +1,395.4% | +356.1% | +1,039.3% | +726.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling