+1,644.6%
ASML vs ROL
+214.4%
+1,430.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | +2.2% | -4.1% | +6.3% | +3.6% |
| 3M | -2.3% | -22.5% | +20.2% | +5.8% |
| 6M | +23.0% | -37.7% | +60.6% | +44.4% |
| YTD | +61.1% | -39.6% | +100.6% | +90.5% |
| 1Y | +129.1% | -36.0% | +165.1% | +162.9% |
| 3Y | +165.4% | -5.1% | +170.5% | +151.2% |
| 5Y | +109.5% | -3.4% | +112.8% | +91.1% |
| All | +1,644.6% | +214.4% | +1,430.2% | +868.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling