+52,137.0%
ASML vs RMD
+38,610.5%
+13,526.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -19.0% | -5.3% | -13.7% | -17.9% |
| 30D | -25.9% | +8.4% | -34.4% | -27.7% |
| 3M | -19.1% | +7.1% | -26.2% | -21.0% |
| 6M | -5.7% | +15.8% | -21.5% | -10.7% |
| YTD | +27.6% | +0.2% | +27.4% | +25.5% |
| 1Y | +30.8% | -1.4% | +32.2% | +29.0% |
| 3Y | +116.2% | +61.3% | +54.9% | +83.6% |
| 5Y | +67.7% | -3.9% | +71.6% | +62.5% |
| 10Y | +1,355.3% | +365.6% | +989.7% | +846.3% |
| All | +52,137.0% | +38,610.5% | +13,526.5% | +18,970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling