+133.5%
ASML vs ROP
-5.2%
+138.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.3% |
| 7D | -2.9% | +0.2% | -3.0% | -2.8% |
| 30D | -15.2% | +30.3% | -45.5% | -14.5% |
| 3M | -12.9% | +17.8% | -30.7% | -12.0% |
| 6M | -5.0% | +38.9% | -43.9% | -6.3% |
| YTD | +41.8% | +7.6% | +34.2% | +53.4% |
| 1Y | +46.0% | +6.5% | +39.5% | +58.7% |
| 3Y | +133.5% | -6.3% | +139.7% | +172.1% |
| All | +133.5% | -5.2% | +138.7% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling