+117.9%
ASML vs ROIV
+290.8%
-172.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -8.0% |
| 7D | -19.0% | -2.4% | -16.6% | -18.4% |
| 30D | -25.9% | +3.1% | -29.0% | -26.7% |
| 3M | -19.1% | +5.8% | -24.9% | -21.3% |
| 6M | -5.7% | +29.3% | -35.0% | -14.4% |
| YTD | +27.6% | +68.8% | -41.2% | +6.3% |
| 1Y | +30.8% | +81.0% | -50.2% | +5.9% |
| All | +117.9% | +290.8% | -172.9% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling