+129.1%
ASML vs ROK
+29.3%
+99.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.6% |
| 30D | +2.2% | -3.3% | +5.5% | +4.8% |
| 3M | -2.3% | -5.9% | +3.6% | +2.0% |
| 6M | +23.0% | +13.9% | +9.1% | +11.8% |
| YTD | +61.1% | +12.6% | +48.5% | +44.8% |
| 1Y | +129.1% | +28.6% | +100.5% | +89.3% |
| All | +129.1% | +29.3% | +99.8% | +89.3% |
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