+46.1%
ASML vs ROK
+25.3%
+20.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | -10.0% | 0.0% | -10.0% | -9.9% |
| 30D | -19.4% | -2.5% | -17.0% | -17.7% |
| 3M | -12.5% | 0.0% | -12.5% | -12.3% |
| 6M | +8.2% | +11.6% | -3.3% | +0.6% |
| YTD | +40.7% | +15.2% | +25.5% | +24.0% |
| 1Y | +46.1% | +25.0% | +21.1% | +25.3% |
| All | +46.1% | +25.3% | +20.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling