+75.5%
ASML vs RMD
-5.3%
+80.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.6% |
| 7D | -9.0% | +2.3% | -11.3% | -9.9% |
| 30D | -21.0% | +4.1% | -25.1% | -22.4% |
| 3M | -16.3% | +5.7% | -22.0% | -18.6% |
| 6M | -7.5% | +12.9% | -20.4% | -13.4% |
| YTD | +34.0% | -1.5% | +35.5% | +32.7% |
| 1Y | +39.3% | -4.8% | +44.0% | +39.6% |
| 3Y | +128.9% | +57.5% | +71.4% | +70.4% |
| All | +75.5% | -5.3% | +80.8% | +73.5% |
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