+1,600.6%
ASML vs ROST
+317.3%
+1,283.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +2.5% | -1.8% | +4.4% | +3.5% |
| 30D | -12.2% | +6.8% | -19.0% | -15.0% |
| 3M | -14.6% | -4.0% | -10.6% | -13.5% |
| 6M | -1.7% | +12.9% | -14.6% | -8.4% |
| YTD | +44.3% | +34.7% | +9.6% | +24.3% |
| 1Y | +51.0% | +49.5% | +1.5% | +23.7% |
| 3Y | +137.6% | +101.5% | +36.1% | +67.9% |
| 5Y | +92.7% | +120.7% | -28.0% | +26.9% |
| All | +1,600.6% | +317.3% | +1,283.4% | +780.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling