+92.7%
ASML vs RNG
-74.0%
+166.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +1.3% |
| 7D | +2.5% | -3.5% | +6.1% | +3.3% |
| 30D | -12.2% | -3.8% | -8.4% | -11.6% |
| 3M | -14.6% | +18.6% | -33.2% | -18.0% |
| 6M | -1.7% | +69.2% | -70.9% | -14.5% |
| YTD | +44.3% | +161.9% | -117.6% | +7.5% |
| 1Y | +51.0% | +176.2% | -125.2% | +10.5% |
| 3Y | +137.6% | +174.5% | -36.9% | +63.3% |
| 5Y | +92.7% | -71.9% | +164.7% | +150.1% |
| All | +92.7% | -74.0% | +166.7% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling