+20,279.5%
ASML vs RL
+1,625.1%
+18,654.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -5.3% |
| 7D | -10.0% | +5.8% | -15.8% | -12.0% |
| 30D | -19.4% | +12.7% | -32.2% | -23.2% |
| 3M | -12.5% | +9.3% | -21.8% | -15.9% |
| 6M | +8.2% | +16.9% | -8.7% | +1.0% |
| YTD | +40.7% | +17.5% | +23.2% | +31.0% |
| 1Y | +46.1% | +34.6% | +11.5% | +28.9% |
| 3Y | +138.5% | +273.2% | -134.8% | +40.7% |
| 5Y | +84.2% | +265.2% | -181.1% | +8.6% |
| 10Y | +1,505.1% | +406.7% | +1,098.5% | +642.2% |
| All | +20,279.5% | +1,625.1% | +18,654.3% | +4,482.4% |
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