+67.7%
ASML vs RMD
-4.5%
+72.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -19.0% | -5.3% | -13.7% | -17.5% |
| 30D | -25.9% | +8.4% | -34.4% | -28.3% |
| 3M | -19.1% | +7.1% | -26.2% | -21.7% |
| 6M | -5.7% | +15.8% | -21.5% | -12.5% |
| YTD | +27.6% | +0.2% | +27.4% | +25.6% |
| 1Y | +30.8% | -1.4% | +32.2% | +29.3% |
| 3Y | +116.2% | +61.3% | +54.9% | +59.5% |
| 5Y | +67.7% | -3.9% | +71.6% | +63.3% |
| All | +67.7% | -4.5% | +72.2% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling