+130.0%
ASML vs RMD
+63.8%
+66.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.3% |
| 7D | -9.0% | +2.3% | -11.3% | -9.5% |
| 30D | -21.0% | +4.1% | -25.1% | -21.7% |
| 3M | -16.3% | +5.7% | -22.0% | -17.5% |
| 6M | -7.5% | +12.9% | -20.4% | -10.7% |
| YTD | +34.0% | -1.5% | +35.5% | +34.8% |
| 1Y | +39.3% | -4.8% | +44.0% | +41.3% |
| All | +130.0% | +63.8% | +66.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling