-5.7%
ASML vs ROL
-27.7%
+21.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -8.8% |
| 7D | -19.0% | +11.7% | -30.8% | -14.4% |
| 30D | -25.9% | +27.7% | -53.6% | -16.1% |
| 3M | -19.1% | +3.7% | -22.7% | -17.7% |
| 6M | -5.7% | -27.8% | +22.0% | -13.5% |
| All | -5.7% | -27.7% | +21.9% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling