+67.7%
ASML vs ROL
+14.0%
+53.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.5% |
| 7D | -19.0% | +11.7% | -30.8% | -20.8% |
| 30D | -25.9% | +27.7% | -53.6% | -29.7% |
| 3M | -19.1% | +3.7% | -22.7% | -19.7% |
| 6M | -5.7% | -27.8% | +22.0% | +2.7% |
| YTD | +27.6% | -34.7% | +62.3% | +42.9% |
| 1Y | +30.8% | -34.1% | +64.9% | +45.8% |
| 3Y | +116.2% | +5.9% | +110.3% | +92.2% |
| 5Y | +67.7% | +15.6% | +52.0% | +26.1% |
| All | +67.7% | +14.0% | +53.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling