+108.6%
ASML vs ROK
+46.3%
+62.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.7% |
| 30D | +2.2% | -3.3% | +5.5% | +4.4% |
| 3M | -2.3% | -5.9% | +3.6% | +1.6% |
| 6M | +23.0% | +13.9% | +9.1% | +13.5% |
| YTD | +61.1% | +12.6% | +48.5% | +48.8% |
| 1Y | +129.1% | +28.6% | +100.5% | +94.4% |
| 3Y | +165.4% | +45.1% | +120.3% | +99.1% |
| All | +108.6% | +46.3% | +62.3% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling