+85,040.9%
ASML vs ROL
+4,047.9%
+80,993.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -5.0% |
| 7D | -10.0% | +14.6% | -24.6% | -16.2% |
| 30D | -19.4% | +29.3% | -48.7% | -30.0% |
| 3M | -12.5% | +2.0% | -14.5% | -14.7% |
| 6M | +8.2% | -28.5% | +36.8% | +24.6% |
| YTD | +40.7% | -35.3% | +76.0% | +69.4% |
| 1Y | +46.1% | -34.7% | +80.8% | +74.6% |
| 3Y | +138.5% | +4.9% | +133.6% | +114.3% |
| 5Y | +84.2% | +13.2% | +71.0% | +54.6% |
| 10Y | +1,505.1% | +223.3% | +1,281.8% | +599.5% |
| All | +85,040.9% | +4,047.9% | +80,993.0% | +6,401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling