+144.3%
ASML vs ROK
+57.9%
+86.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.6% | +2.6% | +4.0% |
| 7D | -0.8% | -11.5% | +10.7% | +6.7% |
| 30D | -14.9% | -10.0% | -4.9% | -9.2% |
| 3M | -13.0% | -11.4% | -1.5% | -6.2% |
| 6M | -4.7% | -13.7% | +9.0% | +4.4% |
| YTD | +42.3% | +1.0% | +41.3% | +42.5% |
| 1Y | +49.7% | +5.6% | +44.1% | +46.5% |
| 3Y | +144.3% | +59.1% | +85.2% | +84.6% |
| All | +144.3% | +57.9% | +86.4% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling