+108.6%
ASML vs RNG
-70.5%
+179.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.9% |
| 7D | +1.1% | +5.8% | -4.7% | -0.1% |
| 30D | +2.2% | +19.6% | -17.4% | -1.6% |
| 3M | -2.3% | +67.0% | -69.3% | -13.5% |
| 6M | +23.0% | +88.4% | -65.4% | +3.9% |
| YTD | +61.1% | +155.5% | -94.4% | +22.6% |
| 1Y | +129.1% | +141.7% | -12.6% | +76.0% |
| 3Y | +165.4% | +131.1% | +34.3% | +95.1% |
| All | +108.6% | -70.5% | +179.1% | +117.0% |
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 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