+39.3%
ASML vs RNG
+163.9%
-124.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +4.8% |
| 7D | -9.0% | -11.3% | +2.3% | -10.1% |
| 30D | -21.0% | -5.7% | -15.3% | -21.3% |
| 3M | -16.3% | +16.8% | -33.1% | -14.2% |
| 6M | -7.5% | +58.5% | -66.0% | -0.3% |
| YTD | +34.0% | +151.3% | -117.3% | +45.4% |
| 1Y | +39.3% | +169.0% | -129.7% | +47.0% |
| All | +39.3% | +163.9% | -124.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling