+133.5%
ASML vs RNG
+178.5%
-45.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -2.9% | -6.0% | +3.2% | -2.4% |
| 30D | -15.2% | -7.4% | -7.8% | -14.7% |
| 3M | -12.9% | +14.6% | -27.5% | -13.7% |
| 6M | -5.0% | +61.5% | -66.6% | -8.7% |
| YTD | +41.8% | +155.7% | -113.9% | +23.6% |
| 1Y | +46.0% | +172.5% | -126.4% | +25.3% |
| 3Y | +133.5% | +168.0% | -34.5% | +97.9% |
| All | +133.5% | +178.5% | -45.1% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling