+86.4%
ASML vs RMD
-6.0%
+92.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.4% |
| 30D | -14.9% | +2.5% | -17.4% | -15.9% |
| 3M | -13.0% | +11.5% | -24.5% | -17.0% |
| 6M | -4.7% | +14.7% | -19.4% | -11.4% |
| YTD | +42.3% | -1.3% | +43.6% | +40.8% |
| 1Y | +49.7% | -5.3% | +55.0% | +50.5% |
| 3Y | +144.3% | +68.8% | +75.5% | +75.1% |
| 5Y | +86.4% | -5.9% | +92.2% | +83.3% |
| All | +86.4% | -6.0% | +92.4% | +83.3% |
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