+77,094.7%
ASML vs ROK
+6,950.3%
+70,144.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +4.8% | -1.0% |
| 7D | -19.0% | -15.6% | -3.5% | -10.7% |
| 30D | -25.9% | -15.5% | -10.5% | -18.2% |
| 3M | -19.1% | -15.1% | -4.0% | -10.9% |
| 6M | -5.7% | -12.0% | +6.3% | +2.0% |
| YTD | +27.6% | -1.1% | +28.7% | +28.5% |
| 1Y | +30.8% | +6.5% | +24.3% | +26.1% |
| 3Y | +116.2% | +51.8% | +64.4% | +63.7% |
| 5Y | +67.7% | +22.2% | +45.5% | +43.0% |
| 10Y | +1,355.3% | +289.3% | +1,066.0% | +510.6% |
| All | +77,094.7% | +6,950.3% | +70,144.4% | +5,977.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling