-5.7%
ASML vs ROK
-15.6%
+9.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +4.8% | +3.2% |
| 7D | -19.0% | -15.6% | -3.5% | -6.2% |
| 30D | -25.9% | -15.5% | -10.5% | -14.3% |
| 3M | -19.1% | -15.1% | -4.0% | -6.8% |
| 6M | -5.7% | -12.0% | +6.3% | +1.8% |
| All | -5.7% | -15.6% | +9.9% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling