+1,504.8%
ASML vs ROP
+189.6%
+1,315.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.3% | +6.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -14.9% | +29.5% | -44.4% | -27.0% |
| 3M | -13.0% | +17.5% | -30.5% | -22.0% |
| 6M | -4.7% | +38.1% | -42.8% | -24.5% |
| YTD | +42.3% | +7.0% | +35.3% | +31.1% |
| 1Y | +49.7% | +6.5% | +43.2% | +38.1% |
| 3Y | +144.3% | -5.5% | +149.8% | +140.9% |
| 5Y | +86.4% | -0.4% | +86.7% | +76.3% |
| 10Y | +1,504.8% | +183.6% | +1,321.3% | +849.6% |
| All | +1,504.8% | +189.6% | +1,315.2% | +849.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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