-5.7%
ASML vs ROIV
+27.9%
-33.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -8.0% |
| 7D | -19.0% | -2.4% | -16.6% | -18.3% |
| 30D | -25.9% | +3.1% | -29.0% | -26.6% |
| 3M | -19.1% | +5.8% | -24.9% | -21.8% |
| 6M | -5.7% | +29.3% | -35.0% | -15.4% |
| All | -5.7% | +27.9% | -33.6% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling