+93.0%
ASML vs ROL
+16.5%
+76.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -2.9% | +3.4% | -6.3% | -3.5% |
| 30D | -15.2% | +20.8% | -36.0% | -18.5% |
| 3M | -12.9% | +3.7% | -16.6% | -13.6% |
| 6M | -5.0% | -27.7% | +22.6% | +3.4% |
| YTD | +41.8% | -34.9% | +76.7% | +59.0% |
| 1Y | +46.0% | -33.3% | +79.3% | +62.1% |
| 3Y | +133.5% | +4.3% | +129.1% | +108.6% |
| 5Y | +93.0% | +15.0% | +78.0% | +49.1% |
| All | +93.0% | +16.5% | +76.5% | +49.1% |
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