+220.0%
ASML vs ROIV
+270.3%
-50.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.2% | -1.2% | +4.0% |
| 7D | -9.0% | +5.3% | -14.4% | -9.8% |
| 30D | -21.0% | +11.9% | -32.8% | -22.4% |
| 3M | -16.3% | +10.7% | -27.0% | -18.0% |
| 6M | -7.5% | +34.9% | -42.4% | -12.3% |
| YTD | +34.0% | +79.2% | -45.2% | +21.4% |
| 1Y | +39.3% | +89.0% | -49.7% | +25.0% |
| 3Y | +128.9% | +337.3% | -208.5% | +81.0% |
| 5Y | +76.1% | +402.3% | -326.2% | +23.1% |
| All | +220.0% | +270.3% | -50.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling