+67.7%
ASML vs ROIV
+369.5%
-301.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -8.6% |
| 7D | -19.0% | -2.4% | -16.6% | -18.7% |
| 30D | -25.9% | +3.1% | -29.0% | -26.4% |
| 3M | -19.1% | +5.8% | -24.9% | -20.2% |
| 6M | -5.7% | +29.3% | -35.0% | -10.3% |
| YTD | +27.6% | +68.8% | -41.2% | +16.0% |
| 1Y | +30.8% | +81.0% | -50.2% | +17.4% |
| 3Y | +116.2% | +294.6% | -178.4% | +70.9% |
| 5Y | +67.7% | +373.1% | -305.5% | +12.8% |
| All | +67.7% | +369.5% | -301.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling