+23,225.7%
ASML vs RL
+1,366.2%
+21,859.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +2.2% | -7.8% | +10.0% | +5.1% |
| 3M | -2.3% | -4.0% | +1.7% | -1.1% |
| 6M | +23.0% | -1.9% | +24.9% | +23.3% |
| YTD | +61.1% | -0.2% | +61.2% | +60.1% |
| 1Y | +129.1% | +10.7% | +118.4% | +118.2% |
| 3Y | +165.4% | +210.8% | -45.4% | +68.3% |
| 5Y | +109.5% | +238.2% | -128.8% | +27.1% |
| 10Y | +1,645.7% | +313.4% | +1,332.3% | +774.1% |
| All | +23,225.7% | +1,366.2% | +21,859.6% | +5,498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling