+164.9%
ASML vs RNG
+135.4%
+29.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.5% |
| 7D | +1.1% | +5.8% | -4.7% | +0.6% |
| 30D | +2.2% | +19.6% | -17.4% | +0.6% |
| 3M | -2.3% | +67.0% | -69.3% | -7.0% |
| 6M | +23.0% | +88.4% | -65.4% | +13.7% |
| YTD | +61.1% | +155.5% | -94.4% | +38.1% |
| 1Y | +129.1% | +141.7% | -12.6% | +98.1% |
| All | +164.9% | +135.4% | +29.6% | +121.4% |
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