+65,843.5%
ASML vs RMD
+36,837.6%
+29,005.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -5.0% | +6.1% | +2.5% |
| 30D | +2.2% | +2.2% | 0.0% | +1.4% |
| 3M | -2.3% | +17.8% | -20.1% | -7.4% |
| 6M | +23.0% | -11.3% | +34.3% | +25.7% |
| YTD | +61.1% | -4.4% | +65.5% | +61.1% |
| 1Y | +129.1% | -15.7% | +144.8% | +136.8% |
| 3Y | +165.4% | +47.7% | +117.6% | +130.9% |
| 5Y | +109.5% | -19.2% | +128.7% | +113.2% |
| 10Y | +1,645.7% | +280.4% | +1,365.3% | +1,095.5% |
| All | +65,843.5% | +36,837.6% | +29,005.8% | +24,368.1% |
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