+51.0%
ASML vs ROP
+7.5%
+43.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +2.1% |
| 7D | +2.5% | -2.9% | +5.5% | +1.0% |
| 30D | -12.2% | +30.1% | -42.3% | +1.1% |
| 3M | -14.6% | +19.9% | -34.5% | -4.9% |
| 6M | -1.7% | +46.0% | -47.8% | +18.4% |
| YTD | +44.3% | +8.4% | +35.9% | +57.5% |
| 1Y | +51.0% | +8.8% | +42.2% | +64.5% |
| All | +51.0% | +7.5% | +43.5% | +64.5% |
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