+67.7%
ASML vs ROP
+3.7%
+63.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -9.2% |
| 7D | -19.0% | +9.2% | -28.2% | -21.7% |
| 30D | -25.9% | +35.5% | -61.5% | -34.4% |
| 3M | -19.1% | +24.4% | -43.5% | -26.3% |
| 6M | -5.7% | +38.0% | -43.8% | -20.2% |
| YTD | +27.6% | +11.1% | +16.5% | +24.3% |
| 1Y | +30.8% | +10.9% | +19.9% | +27.3% |
| 3Y | +116.2% | -0.5% | +116.7% | +119.7% |
| 5Y | +67.7% | +4.5% | +63.1% | +49.3% |
| All | +67.7% | +3.7% | +63.9% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling