+284.7%
ASML vs ROIV
+232.7%
+52.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +2.2% | +1.0% | +1.2% | +1.9% |
| 3M | -2.3% | +18.3% | -20.6% | -4.9% |
| 6M | +23.0% | +18.3% | +4.6% | +19.5% |
| YTD | +61.1% | +61.0% | +0.1% | +49.0% |
| 1Y | +129.1% | +177.9% | -48.8% | +95.0% |
| 3Y | +165.4% | +199.1% | -33.7% | +119.8% |
| 5Y | +109.5% | +250.7% | -141.2% | +62.0% |
| All | +284.7% | +232.7% | +52.0% | +206.9% |
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