+1,559.3%
ASML vs ROST
+310.3%
+1,249.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.7% |
| 7D | +10.4% | +0.9% | +9.5% | +9.9% |
| 30D | -12.7% | +5.1% | -17.9% | -14.9% |
| 3M | -17.2% | -4.3% | -12.9% | -16.0% |
| 6M | -1.3% | +9.4% | -10.7% | -6.6% |
| YTD | +40.8% | +32.5% | +8.3% | +22.2% |
| 1Y | +45.2% | +46.9% | -1.7% | +19.9% |
| 3Y | +131.8% | +98.1% | +33.7% | +65.0% |
| 5Y | +84.0% | +116.9% | -32.9% | +22.1% |
| All | +1,559.3% | +310.3% | +1,249.0% | +765.6% |
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