+1,323.9%
ASML vs ROP
+204.1%
+1,119.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -9.2% |
| 7D | -19.0% | +9.2% | -28.2% | -23.0% |
| 30D | -25.9% | +35.5% | -61.5% | -37.9% |
| 3M | -19.1% | +24.4% | -43.5% | -29.5% |
| 6M | -5.7% | +38.0% | -43.8% | -25.0% |
| YTD | +27.6% | +11.1% | +16.5% | +15.5% |
| 1Y | +30.8% | +10.9% | +19.9% | +18.3% |
| 3Y | +116.2% | -0.5% | +116.7% | +107.2% |
| 5Y | +67.7% | +4.5% | +63.1% | +54.8% |
| All | +1,323.9% | +204.1% | +1,119.8% | +752.3% |
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