+108.6%
ASML vs RMD
-19.3%
+127.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -5.0% | +6.1% | +3.0% |
| 30D | +2.2% | +2.2% | 0.0% | +1.0% |
| 3M | -2.3% | +17.8% | -20.1% | -9.8% |
| 6M | +23.0% | -11.3% | +34.3% | +28.3% |
| YTD | +61.1% | -4.4% | +65.5% | +62.0% |
| 1Y | +129.1% | -15.7% | +144.8% | +143.2% |
| 3Y | +165.4% | +47.7% | +117.6% | +103.3% |
| All | +108.6% | -19.3% | +127.9% | +132.4% |
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