+108.6%
ASML vs RL
+238.1%
-129.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | +2.2% | -7.8% | +10.0% | +6.3% |
| 3M | -2.3% | -4.0% | +1.7% | -0.9% |
| 6M | +23.0% | -1.9% | +24.9% | +23.0% |
| YTD | +61.1% | -0.2% | +61.2% | +58.9% |
| 1Y | +129.1% | +10.7% | +118.4% | +112.5% |
| 3Y | +165.4% | +210.8% | -45.4% | +32.2% |
| All | +108.6% | +238.1% | -129.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling