+236.1%
ASML vs ROIV
+264.1%
-28.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.1% | -9.7% | -4.6% |
| 7D | -10.0% | +3.0% | -13.0% | -10.5% |
| 30D | -19.4% | +6.8% | -26.3% | -20.4% |
| 3M | -12.5% | +10.5% | -23.0% | -14.3% |
| 6M | +8.2% | +34.8% | -26.6% | +2.6% |
| YTD | +40.7% | +76.2% | -35.5% | +27.8% |
| 1Y | +46.1% | +92.4% | -46.3% | +30.8% |
| 3Y | +138.5% | +312.0% | -173.5% | +90.0% |
| 5Y | +84.2% | +388.3% | -304.1% | +29.2% |
| All | +236.1% | +264.1% | -28.0% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling