+1,395.4%
ASML vs ROL
+216.1%
+1,179.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.7% |
| 7D | -9.0% | +9.5% | -18.5% | -11.8% |
| 30D | -21.0% | +22.9% | -43.9% | -26.6% |
| 3M | -16.3% | +3.5% | -19.8% | -17.9% |
| 6M | -7.5% | -29.4% | +21.9% | +3.2% |
| YTD | +34.0% | -36.1% | +70.0% | +54.5% |
| 1Y | +39.3% | -34.4% | +73.6% | +58.6% |
| 3Y | +128.9% | +4.0% | +124.8% | +108.4% |
| 5Y | +76.1% | +13.2% | +62.9% | +50.3% |
| All | +1,395.4% | +216.1% | +1,179.3% | +688.2% |
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