+1,557.1%
ASML vs ROK
+264.0%
+1,293.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +4.9% | +7.1% | -2.1% | +0.5% |
| 30D | -9.3% | -5.0% | -4.3% | -6.3% |
| 3M | -19.0% | -9.4% | -9.6% | -13.7% |
| 6M | -5.2% | -11.0% | +5.8% | +2.2% |
| YTD | +40.6% | +4.4% | +36.2% | +36.8% |
| 1Y | +47.5% | +7.4% | +40.1% | +41.0% |
| 3Y | +133.9% | +61.0% | +72.9% | +65.6% |
| 5Y | +83.8% | +30.4% | +53.4% | +45.7% |
| All | +1,557.1% | +264.0% | +1,293.1% | +735.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling