+1,395.4%
ASML vs ROP
+195.2%
+1,200.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +6.5% |
| 7D | -9.0% | +2.1% | -11.2% | -10.3% |
| 30D | -21.0% | +32.9% | -53.9% | -33.1% |
| 3M | -16.3% | +20.0% | -36.3% | -25.8% |
| 6M | -7.5% | +36.4% | -43.9% | -26.2% |
| YTD | +34.0% | +7.8% | +26.2% | +23.0% |
| 1Y | +39.3% | +8.0% | +31.3% | +27.5% |
| 3Y | +128.9% | -3.5% | +132.3% | +122.7% |
| 5Y | +76.1% | +1.5% | +74.6% | +64.9% |
| All | +1,395.4% | +195.2% | +1,200.2% | +807.8% |
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