+97,349.8%
ASML vs ROK
+7,926.5%
+89,423.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.7% |
| 30D | +2.2% | -3.3% | +5.5% | +4.2% |
| 3M | -2.3% | -5.9% | +3.6% | +1.3% |
| 6M | +23.0% | +13.9% | +9.1% | +14.5% |
| YTD | +61.1% | +12.6% | +48.5% | +50.2% |
| 1Y | +129.1% | +28.6% | +100.5% | +97.7% |
| 3Y | +165.4% | +45.1% | +120.3% | +105.8% |
| 5Y | +109.5% | +45.6% | +63.9% | +60.9% |
| 10Y | +1,645.7% | +345.0% | +1,300.7% | +575.1% |
| All | +97,349.8% | +7,926.5% | +89,423.2% | +7,004.5% |
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