+1,644.6%
ASML vs ROP
+137.6%
+1,507.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.7% | +6.2% |
| 7D | +1.1% | -4.4% | +5.5% | +3.6% |
| 30D | +2.2% | +3.2% | -1.0% | -0.1% |
| 3M | -2.3% | +23.1% | -25.4% | -16.2% |
| 6M | +23.0% | +13.3% | +9.7% | +9.8% |
| YTD | +61.1% | -7.9% | +68.9% | +63.5% |
| 1Y | +129.1% | -22.1% | +151.2% | +160.1% |
| 3Y | +165.4% | -16.8% | +182.2% | +183.7% |
| 5Y | +109.5% | -13.5% | +123.0% | +117.3% |
| All | +1,644.6% | +137.6% | +1,507.0% | +911.9% |
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