+85,040.9%
ASML vs ROP
+9,867.1%
+75,173.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -5.7% |
| 7D | -10.0% | +11.7% | -21.7% | -15.6% |
| 30D | -19.4% | +35.5% | -54.9% | -32.6% |
| 3M | -12.5% | +25.3% | -37.8% | -24.3% |
| 6M | +8.2% | +38.9% | -30.7% | -13.9% |
| YTD | +40.7% | +11.4% | +29.4% | +24.6% |
| 1Y | +46.1% | +10.3% | +35.8% | +29.9% |
| 3Y | +138.5% | -0.2% | +138.7% | +122.1% |
| 5Y | +84.2% | +4.1% | +80.1% | +69.4% |
| 10Y | +1,505.1% | +208.2% | +1,296.9% | +703.0% |
| All | +85,040.9% | +9,867.1% | +75,173.8% | +14,439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling