+47.5%
ASML vs ROP
+6.9%
+40.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | +0.1% |
| 7D | +4.9% | +0.7% | +4.2% | +5.4% |
| 30D | -9.3% | +28.8% | -38.1% | +4.3% |
| 3M | -19.0% | +21.1% | -40.0% | -9.1% |
| 6M | -5.2% | +52.5% | -57.8% | +16.3% |
| YTD | +40.6% | +8.9% | +31.7% | +47.9% |
| 1Y | +47.5% | +8.2% | +39.3% | +55.9% |
| All | +47.5% | +6.9% | +40.6% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling