+45.2%
ASML vs ROK
+4.1%
+41.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | +10.4% | +6.1% | +4.3% | +5.2% |
| 30D | -12.7% | -6.5% | -6.2% | -8.1% |
| 3M | -17.2% | -10.2% | -7.0% | -10.0% |
| 6M | -1.3% | -10.6% | +9.3% | +7.3% |
| YTD | +40.8% | +4.9% | +35.9% | +30.8% |
| 1Y | +45.2% | +3.8% | +41.4% | +37.2% |
| All | +45.2% | +4.1% | +41.1% | +37.2% |
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